+1,162.1%
AMAT vs SNPS
+667.9%
+494.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +2.6% |
| 7D | -14.7% | -3.7% | -11.0% | -12.1% |
| 30D | -36.1% | -10.4% | -25.7% | -30.5% |
| 3M | -36.9% | +11.0% | -47.8% | -42.4% |
| 6M | -22.2% | -10.7% | -11.5% | -17.5% |
| YTD | +29.9% | -4.1% | +34.0% | +28.5% |
| 1Y | +43.3% | +13.7% | +29.5% | +24.7% |
| 3Y | +142.7% | -8.1% | +150.7% | +104.0% |
| 5Y | +126.2% | +32.2% | +94.0% | +33.1% |
| All | +1,162.1% | +667.9% | +494.2% | +44.8% |
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