+247.2%
AMAT vs SNAP
-92.8%
+340.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | +2.6% | -17.4% | -15.6% |
| 3M | -9.3% | -9.9% | +0.6% | -8.5% |
| 6M | +27.4% | +1.9% | +25.5% | +24.5% |
| YTD | +77.6% | -32.2% | +109.8% | +86.4% |
| 1Y | +188.9% | -22.8% | +211.8% | +195.0% |
| 3Y | +202.3% | -47.6% | +249.9% | +212.3% |
| All | +247.2% | -92.8% | +340.0% | +337.3% |
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 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