+908.3%
AMAT vs SNAP
-79.3%
+987.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.7% |
| 7D | -14.7% | -7.1% | -7.6% | -13.5% |
| 30D | -36.1% | -14.6% | -21.5% | -34.3% |
| 3M | -36.9% | -5.0% | -31.9% | -36.8% |
| 6M | -22.2% | -18.8% | -3.4% | -20.5% |
| YTD | +29.9% | -38.5% | +68.5% | +38.4% |
| 1Y | +43.3% | -38.1% | +81.3% | +52.2% |
| 3Y | +142.7% | -53.8% | +196.4% | +156.3% |
| 5Y | +126.2% | -90.7% | +216.9% | +182.9% |
| All | +908.3% | -79.3% | +987.7% | +763.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling