+228.0%
ADP vs SNAP
-77.2%
+305.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.8% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | +2.8% | +2.6% | +0.2% | +2.5% |
| 3M | +20.9% | -9.9% | +30.8% | +21.4% |
| 6M | +29.9% | +1.9% | +28.0% | +28.7% |
| YTD | +9.6% | -32.2% | +41.9% | +12.0% |
| 1Y | -5.3% | -22.8% | +17.6% | -4.5% |
| 3Y | +16.5% | -47.6% | +64.1% | +16.5% |
| 5Y | +49.4% | -92.7% | +142.1% | +66.2% |
| All | +228.0% | -77.2% | +305.2% | +178.1% |
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