+1,029.0%
AMAT vs SNAP
-79.2%
+1,108.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -2.5% | -10.6% | +8.1% | -0.3% |
| 30D | -26.5% | -19.7% | -6.8% | -23.5% |
| 3M | -28.6% | -6.5% | -22.0% | -28.3% |
| 6M | -14.2% | -17.8% | +3.5% | -12.6% |
| YTD | +45.5% | -38.0% | +83.5% | +54.8% |
| 1Y | +59.3% | -42.5% | +101.8% | +71.7% |
| 3Y | +153.1% | -55.8% | +208.9% | +169.6% |
| 5Y | +158.2% | -90.5% | +248.7% | +222.2% |
| All | +1,029.0% | -79.2% | +1,108.2% | +865.3% |
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