+986.4%
AAPL vs SNAP
-79.2%
+1,065.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +5.0% | -10.6% | +15.6% | +6.3% |
| 30D | +3.5% | -19.7% | +23.3% | +6.0% |
| 3M | +13.1% | -6.5% | +19.6% | +13.3% |
| 6M | +19.0% | -17.8% | +36.8% | +20.5% |
| YTD | +28.5% | -38.0% | +66.6% | +33.6% |
| 1Y | +29.7% | -42.5% | +72.2% | +35.9% |
| 3Y | +89.2% | -55.8% | +145.1% | +94.9% |
| 5Y | +141.2% | -90.5% | +231.7% | +172.8% |
| All | +986.4% | -79.2% | +1,065.6% | +863.4% |
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