+249.4%
AMGN vs SNAP
-77.7%
+327.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.3% |
| 7D | -2.2% | -9.8% | +7.6% | -1.7% |
| 30D | +12.1% | -18.2% | +30.3% | +13.0% |
| 3M | +13.6% | -3.1% | +16.7% | +13.6% |
| 6M | +43.9% | -7.1% | +51.1% | +43.8% |
| YTD | +45.9% | -33.8% | +79.8% | +47.7% |
| 1Y | +42.1% | -39.0% | +81.2% | +44.3% |
| 3Y | +91.6% | -52.8% | +144.4% | +93.6% |
| 5Y | +158.5% | -90.0% | +248.5% | +170.5% |
| All | +249.4% | -77.7% | +327.2% | +219.9% |
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