+1,126.5%
SNPS vs AMBA
+837.3%
+289.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -11.0% | -11.0% | -0.1% | -8.8% |
| 30D | -1.7% | -23.2% | +21.4% | +4.0% |
| 3M | -20.4% | -12.7% | -7.6% | -19.7% |
| 6M | -8.6% | +11.2% | -19.8% | -13.5% |
| YTD | -16.2% | -11.2% | -4.9% | -17.1% |
| 1Y | -34.6% | -22.5% | -12.0% | -34.0% |
| 3Y | -14.5% | -1.3% | -13.1% | -21.4% |
| 5Y | +17.0% | -54.2% | +71.2% | +17.1% |
| 10Y | +560.0% | -6.1% | +566.2% | +446.0% |
| All | +1,126.5% | +837.3% | +289.3% | +736.2% |
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