-79.2%
SNAP vs AMBA
-1.5%
-77.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.4% | -4.6% | -10.7% |
| 7D | -10.4% | -14.6% | +4.2% | -5.0% |
| 30D | -11.9% | -18.8% | +6.9% | -5.1% |
| 3M | -4.5% | -32.6% | +28.1% | +8.9% |
| 6M | -16.7% | -25.8% | +9.1% | -13.9% |
| YTD | -36.9% | -22.1% | -14.8% | -37.0% |
| 1Y | -30.3% | -36.2% | +5.9% | -25.7% |
| 3Y | -52.5% | +10.0% | -62.5% | -62.3% |
| 5Y | -90.4% | -71.6% | -18.9% | -88.7% |
| All | -79.2% | -1.5% | -77.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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