+147.1%
AMAT vs SNAP
-90.9%
+238.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.6% | +11.0% |
| 7D | -1.1% | -7.3% | +6.3% | +0.5% |
| 30D | -26.9% | -18.9% | -8.0% | -24.1% |
| 3M | -31.2% | -5.3% | -25.9% | -31.1% |
| 6M | -14.7% | -16.9% | +2.2% | -13.1% |
| YTD | +44.7% | -37.4% | +82.1% | +53.9% |
| 1Y | +62.0% | -38.5% | +100.4% | +72.6% |
| 3Y | +165.0% | -55.1% | +220.0% | +181.4% |
| 5Y | +147.1% | -90.8% | +237.9% | +272.4% |
| All | +147.1% | -90.9% | +238.0% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling