+260.7%
ADP vs SNAP
-79.3%
+340.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -1.0% |
| 7D | +3.2% | -7.1% | +10.4% | +3.7% |
| 30D | +14.9% | -14.6% | +29.5% | +16.1% |
| 3M | +11.6% | -5.0% | +16.6% | +11.7% |
| 6M | +48.5% | -18.8% | +67.3% | +49.9% |
| YTD | +20.6% | -38.5% | +59.1% | +23.8% |
| 1Y | +23.7% | -38.1% | +61.8% | +26.8% |
| 3Y | +47.8% | -53.8% | +101.6% | +49.1% |
| 5Y | +47.7% | -90.7% | +138.4% | +60.7% |
| All | +260.7% | -79.3% | +340.1% | +207.4% |
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