-26.4%
APP vs SNAP
-41.2%
+14.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.7% |
| 7D | +4.6% | +6.0% | -1.5% | +2.5% |
| 30D | +56.0% | -13.8% | +69.8% | +62.3% |
| 3M | +30.8% | -0.8% | +31.6% | +25.8% |
| 6M | -9.8% | -6.2% | -3.6% | -12.6% |
| YTD | -39.3% | -34.8% | -4.5% | -38.4% |
| 1Y | -26.4% | -38.7% | +12.3% | -20.5% |
| All | -26.4% | -41.2% | +14.7% | -20.5% |
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