-5.4%
AMAT vs SNAP
-5.1%
-0.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.0% |
| 7D | -11.2% | -0.7% | -10.5% | -11.3% |
| 30D | -31.9% | +5.5% | -37.4% | -31.4% |
| 3M | -32.3% | +2.2% | -34.6% | -31.6% |
| 6M | -5.4% | -4.1% | -1.3% | +4.8% |
| All | -5.4% | -5.1% | -0.3% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling