-90.5%
SNAP vs AA
-17.9%
-72.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.4% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -13.8% | -0.6% | -13.2% | -13.6% |
| 3M | -0.8% | -19.7% | +18.9% | +6.2% |
| 6M | -6.2% | -41.6% | +35.3% | +9.7% |
| YTD | -34.8% | -24.6% | -10.2% | -31.4% |
| 1Y | -38.7% | +4.9% | -43.6% | -42.9% |
| 3Y | -53.5% | +66.8% | -120.3% | -65.1% |
| All | -90.5% | -17.9% | -72.6% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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