-26.3%
APH vs SNAP
-24.3%
-2.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.3% | -47.6% |
| 7D | -48.7% | +2.6% | -51.3% | -48.7% |
| 30D | -51.9% | +2.6% | -54.6% | -52.1% |
| 3M | -43.6% | -9.9% | -33.7% | -43.0% |
| 6M | -37.5% | +1.9% | -39.4% | -39.2% |
| YTD | -38.6% | -32.2% | -6.4% | -38.9% |
| 1Y | -26.3% | -22.8% | -3.5% | -24.5% |
| All | -26.3% | -24.3% | -2.0% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling