-70.3%
AAL vs SNAP
-77.2%
+6.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +1.9% |
| 7D | -3.7% | +0.7% | -4.5% | -3.9% |
| 30D | -20.8% | +2.6% | -23.4% | -21.3% |
| 3M | -1.3% | -9.9% | +8.6% | -0.3% |
| 6M | +5.4% | +1.9% | +3.5% | +3.8% |
| YTD | -14.4% | -32.2% | +17.9% | -10.3% |
| 1Y | +2.1% | -22.8% | +24.9% | +4.3% |
| 3Y | -10.6% | -47.6% | +37.0% | -7.1% |
| 5Y | -32.2% | -92.7% | +60.5% | -18.3% |
| All | -70.3% | -77.2% | +6.9% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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