-35.9%
APP vs SNAP
-24.3%
-11.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.3% | +3.8% |
| 7D | +0.9% | +0.7% | +0.1% | +0.4% |
| 30D | -23.3% | +2.6% | -25.9% | -24.5% |
| 3M | -42.6% | -9.9% | -32.8% | -41.4% |
| 6M | -33.6% | +1.9% | -35.5% | -36.8% |
| YTD | -52.4% | -32.2% | -20.2% | -52.1% |
| 1Y | -35.9% | -22.8% | -13.0% | -32.5% |
| All | -35.9% | -24.3% | -11.5% | -32.5% |
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