+11.2%
SNPS vs AMT
+12.9%
-1.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -5.0% |
| 7D | -10.2% | +4.4% | -14.5% | -9.4% |
| 30D | -12.8% | +17.7% | -30.6% | -10.1% |
| 3M | +9.9% | +16.7% | -6.8% | +13.2% |
| 6M | -12.4% | +11.1% | -23.5% | -10.2% |
| YTD | -6.3% | +13.9% | -20.1% | -3.3% |
| All | +11.2% | +12.9% | -1.7% | +15.4% |
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