+3,130.5%
AMD vs SNAP
-79.3%
+3,209.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +11.6% |
| 7D | -11.0% | -7.1% | -3.9% | -9.3% |
| 30D | -30.5% | -14.6% | -15.8% | -27.9% |
| 3M | -8.2% | -5.0% | -3.2% | -7.6% |
| 6M | +6.6% | -18.8% | +25.4% | +10.4% |
| YTD | +109.7% | -38.5% | +148.2% | +128.4% |
| 1Y | +88.9% | -38.1% | +127.0% | +105.5% |
| 3Y | +301.8% | -53.8% | +355.6% | +332.2% |
| 5Y | +229.4% | -90.7% | +320.0% | +332.6% |
| All | +3,130.5% | -79.3% | +3,209.8% | +2,682.6% |
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