-90.6%
SNAP vs ABCL
-79.6%
-11.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -10.6% | +2.3% | -12.9% | -11.0% |
| 30D | -19.7% | -0.7% | -19.1% | -19.9% |
| 3M | -6.5% | +33.4% | -39.9% | -14.9% |
| 6M | -17.8% | +137.8% | -155.5% | -38.8% |
| YTD | -38.0% | +264.3% | -302.4% | -59.7% |
| 1Y | -42.5% | +209.2% | -251.6% | -61.0% |
| 3Y | -55.8% | +208.4% | -264.2% | -73.0% |
| 5Y | -90.5% | -11.9% | -78.7% | -92.2% |
| All | -90.6% | -79.6% | -11.1% | -91.0% |
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