+3,606.5%
AMD vs SNAP
-79.2%
+3,685.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.8% | +13.9% | +14.6% |
| 7D | +6.5% | -10.6% | +17.0% | +9.5% |
| 30D | -15.3% | -19.7% | +4.5% | -10.8% |
| 3M | +9.7% | -6.5% | +16.3% | +10.9% |
| 6M | +13.2% | -17.8% | +30.9% | +16.9% |
| YTD | +140.6% | -38.0% | +178.6% | +161.7% |
| 1Y | +111.2% | -42.5% | +153.6% | +133.5% |
| 3Y | +334.4% | -55.8% | +390.3% | +371.9% |
| 5Y | +268.3% | -90.5% | +358.9% | +382.1% |
| All | +3,606.5% | -79.2% | +3,685.7% | +3,087.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling