-15.7%
SNPS vs AMRZ
-20.3%
+4.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -4.6% | -8.1% | +3.5% | -2.7% |
| 30D | -3.3% | -14.8% | +11.5% | +0.3% |
| 3M | -13.8% | -19.7% | +6.0% | -10.0% |
| 6M | -8.2% | -30.8% | +22.6% | +0.1% |
| YTD | -15.4% | -24.3% | +8.9% | -10.9% |
| 1Y | +2.4% | -24.0% | +26.5% | +6.8% |
| All | -15.7% | -20.3% | +4.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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