+65.8%
AMGN vs SNAP
-43.9%
+109.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.3% | -10.0% |
| 7D | -10.3% | +1.5% | -11.8% | -10.4% |
| 30D | -3.8% | +1.9% | -5.6% | -4.0% |
| 3M | +14.4% | -3.9% | +18.3% | +14.2% |
| 6M | +7.8% | +5.2% | +2.6% | +6.5% |
| YTD | +22.6% | -32.7% | +55.3% | +25.3% |
| 1Y | +44.2% | -24.8% | +69.0% | +45.4% |
| 3Y | +65.8% | -42.2% | +108.0% | +61.4% |
| All | +65.8% | -43.9% | +109.7% | +61.4% |
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 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