-7.6%
SNPS vs AWK
+27.0%
-34.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.4% |
| 7D | +0.2% | +1.2% | -1.0% | +0.6% |
| 30D | -8.4% | +15.8% | -24.2% | -3.7% |
| 3M | +12.3% | +11.0% | +1.2% | +16.8% |
| 6M | -9.6% | +21.0% | -30.6% | -3.6% |
| YTD | -0.6% | +16.7% | -17.3% | +5.4% |
| 1Y | +18.7% | +17.2% | +1.5% | +26.0% |
| 3Y | -7.6% | +29.2% | -36.7% | -0.9% |
| All | -7.6% | +27.0% | -34.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling