+188.9%
AMAT vs SNAP
-24.3%
+213.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | +2.6% | -17.4% | -15.4% |
| 3M | -9.3% | -9.9% | +0.6% | -6.8% |
| 6M | +27.4% | +1.9% | +25.5% | +25.3% |
| YTD | +77.6% | -32.2% | +109.8% | +94.2% |
| 1Y | +188.9% | -22.8% | +211.8% | +206.0% |
| All | +188.9% | -24.3% | +213.3% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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