+1,271.3%
SNPS vs AMBA
+722.2%
+549.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.4% | +4.5% | -2.8% |
| 7D | -10.2% | -14.6% | +4.4% | -7.0% |
| 30D | -12.8% | -18.8% | +6.0% | -8.9% |
| 3M | +9.9% | -32.6% | +42.4% | +19.4% |
| 6M | -12.4% | -25.8% | +13.4% | -9.5% |
| YTD | -6.3% | -22.1% | +15.9% | -4.9% |
| 1Y | +7.6% | -36.2% | +43.8% | +13.0% |
| 3Y | -9.8% | +10.0% | -19.7% | -18.8% |
| 5Y | +29.2% | -71.6% | +100.8% | +40.7% |
| 10Y | +663.8% | -4.7% | +668.5% | +542.0% |
| All | +1,271.3% | +722.2% | +549.0% | +859.6% |
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