+2,478.7%
SNPS vs AMT
+1,431.6%
+1,047.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | -10.4% | +13.6% | -24.0% | -13.0% |
| 3M | +11.0% | +11.5% | -0.5% | +8.0% |
| 6M | -10.7% | +6.9% | -17.6% | -12.7% |
| YTD | -4.1% | +10.8% | -14.9% | -7.4% |
| 1Y | +13.7% | +10.3% | +3.4% | +9.8% |
| 3Y | -8.1% | +12.4% | -20.5% | -13.6% |
| 5Y | +32.2% | -20.1% | +52.3% | +33.3% |
| 10Y | +681.4% | +116.8% | +564.5% | +539.7% |
| All | +2,478.7% | +1,431.6% | +1,047.1% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling