-16.8%
SNPS vs AMRZ
-17.3%
+0.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.1% |
| 30D | -5.8% | -9.8% | +4.1% | -3.5% |
| 3M | -17.2% | -17.2% | 0.0% | -14.2% |
| 6M | -10.4% | -26.9% | +16.6% | -3.7% |
| YTD | -16.5% | -21.5% | +4.9% | -12.8% |
| 1Y | -35.6% | -22.9% | -12.8% | -33.1% |
| All | -16.8% | -17.3% | +0.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling