+185.4%
ARM vs SNAP
-46.6%
+232.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -10.4% | -10.6% | +0.2% | -7.1% |
| 30D | -31.8% | -19.7% | -12.1% | -27.1% |
| 3M | -32.2% | -6.5% | -25.7% | -31.6% |
| 6M | -14.9% | -17.8% | +2.9% | -11.2% |
| YTD | +66.0% | -38.0% | +104.1% | +85.2% |
| 1Y | +17.2% | -42.5% | +59.7% | +33.6% |
| 3Y | +247.2% | -55.8% | +303.0% | +248.5% |
| All | +185.4% | -46.6% | +232.0% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling