+112.2%
AMT vs SNAP
-79.3%
+191.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.5% |
| 7D | +0.5% | -7.1% | +7.7% | +0.9% |
| 30D | +13.6% | -14.6% | +28.2% | +14.5% |
| 3M | +11.5% | -5.0% | +16.4% | +11.6% |
| 6M | +6.9% | -18.8% | +25.8% | +7.7% |
| YTD | +10.8% | -38.5% | +49.4% | +12.8% |
| 1Y | +10.3% | -38.1% | +48.4% | +12.2% |
| 3Y | +12.4% | -53.8% | +66.2% | +12.6% |
| 5Y | -20.1% | -90.7% | +70.6% | -15.6% |
| All | +112.2% | -79.3% | +191.6% | +95.1% |
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