-47.7%
SNAP vs ACGL
+34.2%
-81.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.1% |
| 7D | +0.7% | -0.7% | +1.5% | +0.7% |
| 30D | +2.6% | -1.0% | +3.6% | +2.6% |
| 3M | -9.9% | +11.0% | -20.9% | -9.6% |
| 6M | +1.9% | -0.3% | +2.2% | +2.0% |
| YTD | -32.2% | +2.3% | -34.5% | -32.2% |
| 1Y | -22.8% | +6.4% | -29.2% | -22.9% |
| All | -47.7% | +34.2% | -81.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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