-31.3%
AMT vs SNAP
-92.8%
+61.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.9% |
| 7D | -0.2% | +0.7% | -1.0% | -0.2% |
| 30D | +4.6% | +2.6% | +2.0% | +4.5% |
| 3M | -8.4% | -9.9% | +1.4% | -8.3% |
| 6M | -6.0% | +1.9% | -7.9% | -6.3% |
| YTD | +2.1% | -32.2% | +34.3% | +2.9% |
| 1Y | -6.4% | -22.8% | +16.5% | -6.1% |
| 3Y | +8.1% | -47.6% | +55.7% | +7.0% |
| All | -31.3% | -92.8% | +61.5% | -33.1% |
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 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