+4,893.3%
SNPS vs AZO
+15,477.1%
-10,583.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -4.5% | -5.1% | +0.6% | -3.2% |
| 3M | -15.5% | -7.2% | -8.3% | -14.0% |
| 6M | -10.1% | -20.7% | +10.7% | -4.5% |
| YTD | -16.3% | -14.2% | -2.1% | -13.3% |
| 1Y | -34.9% | -32.2% | -2.8% | -28.0% |
| 3Y | -14.4% | +11.1% | -25.5% | -19.3% |
| 5Y | +17.9% | +87.6% | -69.7% | -5.9% |
| 10Y | +574.2% | +302.9% | +271.3% | +314.1% |
| All | +4,893.3% | +15,477.1% | -10,583.8% | +892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 all: compounded portfolio wealth divided by compounded AZO 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…
all analysis · Full analysis span regression · 6 months rolling