+193.0%
ARM vs SNAP
-46.1%
+239.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +6.1% |
| 7D | -5.3% | -7.3% | +2.0% | -3.0% |
| 30D | -30.0% | -18.9% | -11.1% | -25.4% |
| 3M | -34.1% | -5.3% | -28.8% | -33.7% |
| 6M | -12.6% | -16.9% | +4.3% | -9.1% |
| YTD | +70.4% | -37.4% | +107.9% | +89.5% |
| 1Y | +22.3% | -38.5% | +60.7% | +36.4% |
| 3Y | +261.2% | -55.1% | +316.3% | +260.4% |
| All | +193.0% | -46.1% | +239.0% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling