+3,335.8%
AMD vs SNAP
-77.2%
+3,413.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.0% | +8.7% | +5.6% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | -0.9% | +2.6% | -3.6% | -1.9% |
| 3M | -8.7% | -9.9% | +1.2% | -7.4% |
| 6M | +136.3% | +1.9% | +134.5% | +131.3% |
| YTD | +123.0% | -32.2% | +155.2% | +137.8% |
| 1Y | +195.2% | -22.8% | +218.0% | +204.1% |
| 3Y | +336.3% | -47.6% | +383.9% | +355.2% |
| 5Y | +334.5% | -92.7% | +427.2% | +489.9% |
| All | +3,335.8% | -77.2% | +3,413.0% | +2,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling