+684.5%
SNPS vs AWK
+152.9%
+531.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | -9.8% | +16.7% | -26.5% | -13.8% |
| 3M | +11.7% | +11.7% | 0.0% | +7.8% |
| 6M | -10.9% | +21.9% | -32.9% | -16.6% |
| YTD | -2.1% | +17.6% | -19.7% | -8.1% |
| 1Y | +14.8% | +19.8% | -5.0% | +6.9% |
| 3Y | -11.3% | +31.0% | -42.3% | -23.8% |
| 5Y | +36.2% | -3.0% | +39.2% | +33.4% |
| 10Y | +684.5% | +156.8% | +527.7% | +453.5% |
| All | +684.5% | +152.9% | +531.6% | +453.5% |
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