+73.7%
AMAT vs SNAP
-38.5%
+112.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.8% | -0.7% | +5.2% |
| 7D | +7.0% | -9.8% | +16.7% | +8.3% |
| 30D | -20.6% | -18.2% | -2.4% | -19.1% |
| 3M | -24.8% | -3.1% | -21.7% | -24.4% |
| 6M | -10.7% | -7.1% | -3.6% | -8.5% |
| YTD | +54.3% | -33.8% | +88.1% | +68.4% |
| 1Y | +73.7% | -39.0% | +112.8% | +95.4% |
| All | +73.7% | -38.5% | +112.2% | +95.4% |
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