-90.7%
SNAP vs ABCL
-80.5%
-10.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -4.3% |
| 7D | -7.1% | -3.2% | -3.9% | -6.5% |
| 30D | -14.6% | -7.4% | -7.2% | -13.3% |
| 3M | -5.0% | +81.9% | -86.9% | -21.6% |
| 6M | -18.8% | +135.7% | -154.5% | -39.5% |
| YTD | -38.5% | +247.4% | -285.9% | -59.5% |
| 1Y | -38.1% | +162.3% | -200.3% | -56.3% |
| 3Y | -53.8% | +165.5% | -219.2% | -70.5% |
| 5Y | -90.7% | -21.3% | -69.4% | -92.2% |
| All | -90.7% | -80.5% | -10.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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