+35.8%
SNPS vs AMT
-19.0%
+54.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | -8.0% | +4.2% | -12.2% | -8.5% |
| 3M | +12.5% | +13.4% | -1.0% | +10.6% |
| 6M | -10.5% | +9.4% | -19.9% | -11.7% |
| YTD | -1.6% | +11.7% | -13.3% | -3.8% |
| 1Y | +16.8% | +7.1% | +9.7% | +15.0% |
| 3Y | -10.9% | +15.1% | -26.0% | -19.7% |
| 5Y | +35.8% | -17.9% | +53.6% | +45.9% |
| All | +35.8% | -19.0% | +54.7% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling