+14.8%
SNPS vs AWK
+19.1%
-4.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.0% |
| 7D | -0.6% | +2.7% | -3.3% | +1.1% |
| 30D | -9.8% | +16.7% | -26.5% | -0.8% |
| 3M | +11.7% | +11.7% | 0.0% | +20.6% |
| 6M | -10.9% | +21.9% | -32.9% | +0.5% |
| YTD | -2.1% | +17.6% | -19.7% | +9.4% |
| 1Y | +14.8% | +19.8% | -5.0% | +27.9% |
| All | +14.8% | +19.1% | -4.3% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling