+165.0%
AMAT vs SNPS
-7.7%
+172.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.7% | +7.7% | +9.5% |
| 7D | -1.1% | +0.2% | -1.3% | -0.8% |
| 30D | -26.9% | -8.4% | -18.5% | -23.3% |
| 3M | -31.2% | +12.3% | -43.5% | -35.3% |
| 6M | -14.7% | -9.6% | -5.1% | -11.0% |
| YTD | +44.7% | -0.6% | +45.3% | +43.1% |
| 1Y | +62.0% | +18.7% | +43.3% | +47.0% |
| 3Y | +165.0% | -7.6% | +172.5% | +127.9% |
| All | +165.0% | -7.7% | +172.6% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling