-18.0%
AMT vs SNAP
-90.3%
+72.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -2.2% | +2.6% | -4.7% | -2.3% |
| 30D | +5.8% | -19.6% | +25.3% | +6.5% |
| 3M | +12.6% | +0.4% | +12.2% | +12.4% |
| 6M | +8.3% | -5.9% | +14.3% | +8.3% |
| YTD | +11.4% | -35.3% | +46.7% | +12.4% |
| 1Y | +7.7% | -42.6% | +50.3% | +9.1% |
| 3Y | +14.8% | -53.9% | +68.7% | +14.3% |
| 5Y | -18.0% | -90.3% | +72.3% | -14.7% |
| All | -18.0% | -90.3% | +72.3% | -14.7% |
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 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