+11.2%
SNPS vs AMT
+13.5%
-2.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.8% |
| 7D | -3.9% | +6.0% | -10.0% | -2.8% |
| 30D | -5.2% | +20.1% | -25.3% | -1.9% |
| 3M | +14.6% | +12.4% | +2.2% | +17.2% |
| 6M | -6.9% | +9.9% | -16.9% | -5.0% |
| YTD | -1.4% | +14.4% | -15.8% | +1.4% |
| 1Y | +11.2% | +12.4% | -1.2% | +14.4% |
| All | +11.2% | +13.5% | -2.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling