+189.9%
ABT vs SNAP
-79.2%
+269.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | +1.0% | -10.6% | +11.5% | +1.6% |
| 30D | +11.6% | -19.7% | +31.3% | +12.9% |
| 3M | +2.3% | -6.5% | +8.9% | +2.5% |
| 6M | +32.7% | -17.8% | +50.5% | +33.6% |
| YTD | -9.6% | -38.0% | +28.4% | -7.9% |
| 1Y | -10.1% | -42.5% | +32.4% | -7.9% |
| 3Y | +25.2% | -55.8% | +81.0% | +26.3% |
| 5Y | -4.5% | -90.5% | +86.0% | +1.7% |
| All | +189.9% | -79.2% | +269.1% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling