+17.9%
SNPS vs AMP
+120.7%
-102.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -4.5% | -1.0% | -3.5% | -4.0% |
| 3M | -15.5% | +23.2% | -38.7% | -26.0% |
| 6M | -10.1% | +20.4% | -30.5% | -20.2% |
| YTD | -16.3% | +13.6% | -29.9% | -23.6% |
| 1Y | -34.9% | +13.4% | -48.3% | -40.5% |
| 3Y | -14.4% | +66.5% | -80.9% | -39.4% |
| 5Y | +17.9% | +120.2% | -102.3% | -31.3% |
| All | +17.9% | +120.7% | -102.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling