-90.4%
SNAP vs ABCL
-30.0%
-60.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.4% | -4.7% | -11.3% |
| 7D | -10.4% | -14.9% | +4.5% | -6.2% |
| 30D | -11.9% | -15.4% | +3.4% | -8.0% |
| 3M | -4.5% | +88.0% | -92.5% | -24.1% |
| 6M | -16.7% | +138.8% | -155.5% | -40.8% |
| YTD | -36.9% | +225.4% | -262.4% | -60.1% |
| 1Y | -30.3% | +137.3% | -167.6% | -51.7% |
| 3Y | -52.5% | +136.8% | -189.3% | -70.5% |
| 5Y | -90.4% | -26.2% | -64.2% | -91.5% |
| All | -90.4% | -30.0% | -60.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling