+557.2%
SNPS vs AMT
+94.2%
+463.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -1.7% | +4.6% | -6.4% | -3.2% |
| 3M | -20.4% | -8.4% | -11.9% | -18.4% |
| 6M | -8.6% | -6.0% | -2.6% | -7.6% |
| YTD | -16.2% | +2.1% | -18.3% | -18.1% |
| 1Y | -34.6% | -6.4% | -28.2% | -34.3% |
| 3Y | -14.5% | +8.1% | -22.5% | -24.5% |
| 5Y | +17.0% | -31.9% | +48.9% | +29.3% |
| All | +557.2% | +94.2% | +463.0% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling