+660.9%
SNPS vs AWK
+157.1%
+503.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -5.2% | +14.3% | -19.4% | -8.8% |
| 3M | +10.6% | +10.3% | +0.3% | +7.1% |
| 6M | -10.6% | +18.9% | -29.6% | -15.7% |
| YTD | -3.1% | +17.7% | -20.8% | -9.1% |
| 1Y | +15.6% | +16.9% | -1.3% | +8.6% |
| 3Y | -12.9% | +32.2% | -45.1% | -25.5% |
| 5Y | +31.2% | -2.2% | +33.3% | +28.0% |
| All | +660.9% | +157.1% | +503.9% | +434.7% |
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