+446.2%
APP vs SNAP
-91.9%
+538.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.0% | +45.1% | +36.1% |
| 7D | +39.7% | -10.4% | +50.1% | +43.3% |
| 30D | +27.7% | -11.9% | +39.7% | +31.6% |
| 3M | -14.8% | -4.5% | -10.3% | -15.3% |
| 6M | -25.5% | -16.7% | -8.8% | -23.1% |
| YTD | -47.2% | -36.9% | -10.2% | -39.9% |
| 1Y | -42.3% | -30.3% | -12.0% | -37.0% |
| 3Y | +806.8% | -52.5% | +859.3% | +907.4% |
| 5Y | +261.6% | -90.4% | +352.1% | +478.0% |
| All | +446.2% | -91.9% | +538.0% | +711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling