-32.0%
APP vs SNAP
-38.5%
+6.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | 0.0% |
| 7D | +48.9% | -9.8% | +58.7% | +51.7% |
| 30D | +49.4% | -18.2% | +67.7% | +59.5% |
| 3M | +27.0% | -3.1% | +30.1% | +23.9% |
| 6M | -15.4% | -7.1% | -8.3% | -17.5% |
| YTD | -39.9% | -33.8% | -6.1% | -38.8% |
| 1Y | -32.0% | -39.0% | +7.1% | -28.0% |
| All | -32.0% | -38.5% | +6.5% | -28.0% |
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