+86.1%
ARM vs SNAP
-24.3%
+110.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +8.0% | +5.0% |
| 7D | +5.5% | +0.7% | +4.7% | +5.1% |
| 30D | -8.2% | +2.6% | -10.8% | -9.6% |
| 3M | -35.9% | -9.9% | -26.0% | -34.7% |
| 6M | +103.1% | +1.9% | +101.3% | +93.8% |
| YTD | +130.6% | -32.2% | +162.8% | +137.6% |
| 1Y | +86.1% | -22.8% | +108.9% | +100.6% |
| All | +86.1% | -24.3% | +110.4% | +100.6% |
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 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