+141.6%
ACN vs SNAP
-79.0%
+220.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | -2.5% | -7.3% | +4.8% | -1.8% |
| 30D | +22.6% | -18.9% | +41.6% | +25.4% |
| 3M | +45.9% | -5.3% | +51.2% | +46.4% |
| 6M | +43.8% | -16.9% | +60.8% | +45.9% |
| YTD | -2.5% | -37.4% | +35.0% | +1.5% |
| 1Y | +6.5% | -38.5% | +45.0% | +10.9% |
| 3Y | -14.2% | -55.1% | +40.9% | -12.0% |
| 5Y | -24.4% | -90.8% | +66.4% | -15.0% |
| All | +141.6% | -79.0% | +220.6% | +109.5% |
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