+15.6%
SNPS vs AMT
+9.0%
+6.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.4% |
| 7D | +1.1% | +1.5% | -0.5% | +1.4% |
| 30D | -5.2% | +6.8% | -12.0% | -3.8% |
| 3M | +10.6% | +11.2% | -0.7% | +13.0% |
| 6M | -10.6% | +12.5% | -23.1% | -8.1% |
| YTD | -3.1% | +12.5% | -15.6% | -0.1% |
| 1Y | +15.6% | +10.1% | +5.4% | +18.4% |
| All | +15.6% | +9.0% | +6.6% | +18.4% |
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