-55.4%
APP vs SNAP
-22.3%
-33.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.9% | +4.8% | +7.8% |
| 7D | +4.5% | -0.7% | +5.2% | +5.0% |
| 30D | -3.6% | +5.5% | -9.2% | -6.1% |
| 3M | -35.3% | +2.2% | -37.5% | -36.5% |
| 6M | -42.8% | -4.1% | -38.7% | -43.3% |
| YTD | -59.7% | -26.6% | -33.0% | -59.9% |
| 1Y | -55.4% | -20.7% | -34.6% | -56.7% |
| All | -55.4% | -22.3% | -33.0% | -56.7% |
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