-89.7%
SNAP vs ABCL
-81.3%
-8.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | +2.6% | +93.1% | -90.4% | -16.0% |
| 3M | -9.9% | +79.4% | -89.3% | -26.0% |
| 6M | +1.9% | +214.9% | -213.0% | -29.6% |
| YTD | -32.2% | +234.2% | -266.4% | -54.4% |
| 1Y | -22.8% | +174.8% | -197.6% | -46.3% |
| 3Y | -47.6% | +104.5% | -152.1% | -63.6% |
| 5Y | -92.7% | -39.0% | -53.7% | -93.6% |
| All | -89.7% | -81.3% | -8.5% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling