+1,278.1%
AMAT vs SNAP
-77.2%
+1,355.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.1% |
| 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% | -8.6% |
| 6M | +27.4% | +1.9% | +25.5% | +24.4% |
| YTD | +77.6% | -32.2% | +109.8% | +86.4% |
| 1Y | +188.9% | -22.8% | +211.8% | +194.8% |
| 3Y | +202.3% | -47.6% | +249.9% | +212.0% |
| 5Y | +248.9% | -92.7% | +341.6% | +352.9% |
| All | +1,278.1% | -77.2% | +1,355.3% | +1,062.4% |
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 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