-90.5%
SNAP vs ACGL
+173.3%
-263.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +6.0% | +2.2% | +3.9% | +5.6% |
| 30D | -13.8% | +12.3% | -26.1% | -16.0% |
| 3M | -0.8% | +11.8% | -12.6% | -3.2% |
| 6M | -6.2% | +17.5% | -23.7% | -9.7% |
| YTD | -34.8% | +14.3% | -49.1% | -37.2% |
| 1Y | -38.7% | +18.2% | -56.9% | -41.5% |
| 3Y | -53.5% | +33.2% | -86.6% | -58.5% |
| All | -90.5% | +173.3% | -263.8% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling