+572.1%
SNPS vs AMP
+584.2%
-12.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.6% | -2.0% | -2.6% | -3.7% |
| 30D | -3.3% | -1.7% | -1.7% | -2.7% |
| 3M | -13.8% | +23.2% | -37.0% | -21.7% |
| 6M | -8.2% | +22.2% | -30.4% | -16.4% |
| YTD | -15.4% | +14.0% | -29.4% | -20.9% |
| 1Y | +2.4% | +14.0% | -11.6% | -4.1% |
| 3Y | -13.5% | +67.0% | -80.5% | -31.4% |
| 5Y | +19.5% | +123.2% | -103.8% | -16.4% |
| All | +572.1% | +584.2% | -12.1% | +223.5% |
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