+574.2%
SNPS vs AWK
+128.1%
+446.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -4.5% | +4.3% | -8.8% | -5.7% |
| 3M | -15.5% | +12.5% | -28.0% | -18.8% |
| 6M | -10.1% | +3.3% | -13.4% | -11.6% |
| YTD | -16.3% | +9.8% | -26.0% | -19.7% |
| 1Y | -34.9% | +2.9% | -37.8% | -36.3% |
| 3Y | -14.4% | +9.6% | -24.0% | -21.0% |
| 5Y | +17.9% | -16.7% | +34.5% | +22.3% |
| 10Y | +574.2% | +136.1% | +438.2% | +373.9% |
| All | +574.2% | +128.1% | +446.2% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling