-78.5%
SNAP vs AMP
+363.5%
-442.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | +6.0% | +3.9% | +2.1% | +3.7% |
| 30D | -13.8% | +5.1% | -18.9% | -16.0% |
| 3M | -0.8% | -8.7% | +7.9% | +4.7% |
| 6M | -6.2% | +11.4% | -17.7% | -12.2% |
| YTD | -34.8% | +7.3% | -42.2% | -37.9% |
| 1Y | -38.7% | +14.6% | -53.2% | -43.8% |
| 3Y | -53.5% | +61.2% | -114.7% | -64.9% |
| 5Y | -90.2% | +81.0% | -171.2% | -93.0% |
| All | -78.5% | +363.5% | -442.0% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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