+867.5%
AMAT vs SNAP
-78.8%
+946.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.0% | +0.4% | -11.0% |
| 7D | -24.3% | -10.4% | -13.9% | -22.6% |
| 30D | -39.8% | -11.9% | -27.9% | -38.4% |
| 3M | -40.2% | -4.5% | -35.7% | -40.2% |
| 6M | -22.1% | -16.7% | -5.4% | -20.8% |
| YTD | +24.7% | -36.9% | +61.6% | +32.2% |
| 1Y | +33.3% | -30.3% | +63.5% | +38.2% |
| 3Y | +133.9% | -52.5% | +186.4% | +145.9% |
| 5Y | +117.1% | -90.4% | +207.5% | +170.3% |
| All | +867.5% | -78.8% | +946.3% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling