+2,347.3%
SNPS vs AMP
+1,967.6%
+379.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +1.1% | +3.9% | -2.9% | -0.2% |
| 30D | -5.2% | +5.1% | -10.3% | -6.8% |
| 3M | +10.6% | -8.7% | +19.2% | +13.4% |
| 6M | -10.6% | +11.4% | -22.1% | -14.3% |
| YTD | -3.1% | +7.3% | -10.4% | -6.1% |
| 1Y | +15.6% | +14.6% | +1.0% | +9.6% |
| 3Y | -12.9% | +61.2% | -74.2% | -25.7% |
| 5Y | +31.2% | +81.0% | -49.9% | +7.5% |
| 10Y | +663.4% | +468.0% | +195.4% | +325.1% |
| All | +2,347.3% | +1,967.6% | +379.7% | +748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling