-52.6%
SNAP vs ABCL
+139.9%
-192.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.4% | -4.7% | -12.0% |
| 7D | -10.4% | -14.9% | +4.5% | -7.2% |
| 30D | -11.9% | -15.4% | +3.4% | -8.9% |
| 3M | -4.5% | +88.0% | -92.5% | -19.3% |
| 6M | -16.7% | +138.8% | -155.5% | -35.3% |
| YTD | -36.9% | +225.4% | -262.4% | -55.2% |
| 1Y | -30.3% | +137.3% | -167.6% | -47.1% |
| All | -52.6% | +139.9% | -192.4% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling