+391.7%
APP vs SNAP
-91.2%
+482.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.3% | +3.7% |
| 7D | +0.9% | +0.7% | +0.1% | +0.4% |
| 30D | -23.3% | +2.6% | -25.9% | -24.3% |
| 3M | -42.6% | -9.9% | -32.8% | -41.1% |
| 6M | -33.6% | +1.9% | -35.5% | -35.5% |
| YTD | -52.4% | -32.2% | -20.2% | -46.4% |
| 1Y | -35.9% | -22.8% | -13.0% | -32.0% |
| 3Y | +642.2% | -47.6% | +689.8% | +704.2% |
| 5Y | +311.1% | -92.7% | +403.8% | +594.1% |
| All | +391.7% | -91.2% | +482.9% | +624.6% |
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