+4,901.1%
SNPS vs AON
+4,621.3%
+279.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | -11.0% | -9.1% | -1.9% | -8.5% |
| 30D | -1.7% | -10.2% | +8.5% | +1.3% |
| 3M | -20.4% | +0.5% | -20.8% | -21.1% |
| 6M | -8.6% | -4.8% | -3.8% | -8.1% |
| YTD | -16.2% | -8.0% | -8.2% | -15.1% |
| 1Y | -34.6% | -13.1% | -21.5% | -32.6% |
| 3Y | -14.5% | -1.3% | -13.2% | -16.5% |
| 5Y | +17.0% | +14.9% | +2.1% | +8.8% |
| 10Y | +560.0% | +214.9% | +345.1% | +351.2% |
| All | +4,901.1% | +4,621.3% | +279.8% | +1,221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling