+301.8%
AMD vs SNAP
-53.8%
+355.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +11.7% |
| 7D | -11.0% | -7.1% | -3.9% | -8.9% |
| 30D | -30.5% | -14.6% | -15.8% | -27.4% |
| 3M | -8.2% | -5.0% | -3.2% | -7.4% |
| 6M | +6.6% | -18.8% | +25.4% | +11.4% |
| YTD | +109.7% | -38.5% | +148.2% | +131.6% |
| 1Y | +88.9% | -38.1% | +127.0% | +108.4% |
| 3Y | +301.8% | -53.8% | +355.6% | +347.5% |
| All | +301.8% | -53.8% | +355.6% | +347.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling