+4,110.8%
AMD vs SNAP
-78.3%
+4,189.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.4% |
| 7D | +44.7% | +2.6% | +42.2% | +43.9% |
| 30D | -3.3% | -19.6% | +16.2% | +1.8% |
| 3M | +21.2% | +0.4% | +20.8% | +20.7% |
| 6M | +30.6% | -5.9% | +36.5% | +30.9% |
| YTD | +173.3% | -35.3% | +208.6% | +194.5% |
| 1Y | +126.1% | -42.6% | +168.7% | +150.0% |
| 3Y | +393.5% | -53.9% | +447.4% | +431.0% |
| 5Y | +295.8% | -90.3% | +386.0% | +414.6% |
| All | +4,110.8% | -78.3% | +4,189.0% | +3,487.1% |
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