+892.4%
APP vs SNAP
-53.8%
+946.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.4% | +10.7% |
| 7D | +71.2% | -7.1% | +78.3% | +72.2% |
| 30D | +39.1% | -14.6% | +53.7% | +44.4% |
| 3M | +16.5% | -5.0% | +21.5% | +15.4% |
| 6M | -16.6% | -18.8% | +2.3% | -13.5% |
| YTD | -41.9% | -38.5% | -3.4% | -34.5% |
| 1Y | -37.0% | -38.1% | +1.0% | -29.3% |
| 3Y | +892.4% | -53.8% | +946.2% | +940.2% |
| All | +892.4% | -53.8% | +946.3% | +940.2% |
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