+1,587.5%
AMAT vs SNPS
+561.9%
+1,025.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +8.1% |
| 7D | -1.5% | -11.0% | +9.5% | +6.6% |
| 30D | -14.8% | -1.7% | -13.1% | -15.2% |
| 3M | -9.3% | -20.4% | +11.1% | +5.0% |
| 6M | +27.4% | -8.6% | +36.0% | +31.2% |
| YTD | +77.6% | -16.2% | +93.7% | +93.6% |
| 1Y | +188.9% | -34.6% | +223.5% | +236.6% |
| 3Y | +202.3% | -14.5% | +216.8% | +164.0% |
| 5Y | +248.9% | +17.0% | +231.9% | +123.0% |
| All | +1,587.5% | +561.9% | +1,025.5% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling