+34.1%
SNPS vs AWK
-2.3%
+36.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | -8.4% | +15.8% | -24.2% | -9.3% |
| 3M | +12.3% | +11.0% | +1.2% | +11.4% |
| 6M | -9.6% | +21.0% | -30.6% | -11.3% |
| YTD | -0.6% | +16.7% | -17.3% | -2.4% |
| 1Y | +18.7% | +17.2% | +1.5% | +16.3% |
| 3Y | -7.6% | +29.2% | -36.7% | -16.3% |
| 5Y | +34.1% | -2.3% | +36.4% | +42.0% |
| All | +34.1% | -2.3% | +36.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling