+17.1%
SNPS vs AWK
-15.4%
+32.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +1.7% | -12.8% | -11.2% |
| 30D | -1.7% | +5.6% | -7.3% | -2.3% |
| 3M | -20.4% | +15.9% | -36.2% | -21.9% |
| 6M | -8.6% | +4.6% | -13.2% | -9.3% |
| YTD | -16.2% | +10.1% | -26.2% | -17.6% |
| 1Y | -34.6% | +2.1% | -36.7% | -34.7% |
| 3Y | -14.5% | +9.8% | -24.3% | -18.1% |
| All | +17.1% | -15.4% | +32.5% | +25.6% |
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