+196.6%
AMD vs SNAP
-90.2%
+286.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.0% | -3.2% | -13.8% |
| 7D | -28.6% | -10.4% | -18.2% | -26.3% |
| 30D | -37.7% | -11.9% | -25.8% | -35.6% |
| 3M | -16.1% | -4.5% | -11.6% | -15.5% |
| 6M | +13.8% | -16.7% | +30.5% | +17.7% |
| YTD | +88.8% | -36.9% | +125.8% | +106.1% |
| 1Y | +57.8% | -30.3% | +88.0% | +67.7% |
| 3Y | +260.3% | -52.5% | +312.8% | +284.8% |
| 5Y | +196.6% | -90.4% | +287.0% | +374.4% |
| All | +196.6% | -90.2% | +286.9% | +374.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling