-90.1%
SNAP vs ABCL
-81.2%
-9.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +6.0% | -3.3% | +9.3% | +6.8% |
| 30D | -13.8% | -7.1% | -6.7% | -12.6% |
| 3M | -0.8% | +4.7% | -5.5% | -3.6% |
| 6M | -6.2% | +140.9% | -147.1% | -30.6% |
| YTD | -34.8% | +236.0% | -270.8% | -56.8% |
| 1Y | -38.7% | +217.4% | -256.1% | -58.8% |
| 3Y | -53.5% | +188.7% | -242.1% | -71.1% |
| 5Y | -90.2% | -23.5% | -66.7% | -91.7% |
| All | -90.1% | -81.2% | -9.0% | -90.3% |
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