+244.4%
AVGO vs SNAP
-53.8%
+298.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -9.9% | -7.1% | -2.8% | -8.7% |
| 30D | -22.0% | -14.6% | -7.4% | -19.9% |
| 3M | -30.0% | -5.0% | -25.1% | -29.9% |
| 6M | -30.7% | -18.8% | -11.9% | -29.0% |
| YTD | -14.7% | -38.5% | +23.9% | -9.1% |
| 1Y | -16.8% | -38.1% | +21.3% | -11.5% |
| 3Y | +244.4% | -53.8% | +298.2% | +238.3% |
| All | +244.4% | -53.8% | +298.2% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling