-75.8%
SNAP vs AMBA
+8.7%
-84.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.5% |
| 7D | -0.7% | -8.1% | +7.4% | +2.3% |
| 30D | +5.5% | -10.8% | +16.3% | +9.6% |
| 3M | +2.2% | -25.9% | +28.2% | +12.4% |
| 6M | -4.1% | -13.9% | +9.8% | -6.5% |
| YTD | -26.6% | -14.0% | -12.6% | -29.5% |
| 1Y | -20.7% | -25.7% | +4.9% | -20.5% |
| 3Y | -44.8% | +21.5% | -66.2% | -57.8% |
| 5Y | -88.7% | -68.9% | -19.7% | -87.1% |
| All | -75.8% | +8.7% | -84.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling