+61.4%
AMAT vs SNAP
-22.3%
+83.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.6% |
| 7D | -11.2% | -0.7% | -10.5% | -11.2% |
| 30D | -31.9% | +5.5% | -37.4% | -32.1% |
| 3M | -32.3% | +2.2% | -34.6% | -32.4% |
| 6M | -5.4% | -4.1% | -1.3% | -3.2% |
| YTD | +44.3% | -26.6% | +70.9% | +45.9% |
| 1Y | +61.4% | -20.7% | +82.1% | +64.2% |
| All | +61.4% | -22.3% | +83.7% | +64.2% |
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