+803.3%
APP vs SNAP
-52.6%
+856.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.0% | +45.1% | +35.8% |
| 7D | +39.7% | -10.4% | +50.1% | +43.0% |
| 30D | +27.7% | -11.9% | +39.7% | +31.3% |
| 3M | -14.8% | -4.5% | -10.3% | -15.4% |
| 6M | -25.5% | -16.7% | -8.8% | -23.4% |
| YTD | -47.2% | -36.9% | -10.2% | -40.9% |
| 1Y | -42.3% | -30.3% | -12.0% | -37.8% |
| All | +803.3% | -52.6% | +856.0% | +839.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling