-90.2%
SNAP vs ABCL
-81.0%
-9.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.5% |
| 7D | +2.6% | +4.4% | -1.8% | +1.2% |
| 30D | -19.6% | -7.9% | -11.7% | -18.3% |
| 3M | +0.4% | +12.2% | -11.8% | -4.3% |
| 6M | -5.9% | +134.7% | -140.7% | -29.9% |
| YTD | -35.3% | +239.8% | -275.1% | -57.2% |
| 1Y | -42.6% | +192.7% | -235.3% | -60.5% |
| 3Y | -53.9% | +187.6% | -241.5% | -71.3% |
| 5Y | -90.3% | -22.6% | -67.6% | -91.8% |
| All | -90.2% | -81.0% | -9.3% | -90.4% |
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