-79.2%
SNAP vs ACGL
+264.1%
-343.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.1% | -13.9% | -14.0% |
| 7D | -10.4% | +6.4% | -16.8% | -12.2% |
| 30D | -11.9% | +16.6% | -28.5% | -16.4% |
| 3M | -4.5% | +11.6% | -16.1% | -8.0% |
| 6M | -16.7% | +17.5% | -34.1% | -21.4% |
| YTD | -36.9% | +15.3% | -52.2% | -40.5% |
| 1Y | -30.3% | +26.3% | -56.6% | -36.4% |
| 3Y | -52.5% | +35.9% | -88.4% | -59.3% |
| 5Y | -90.4% | +168.2% | -258.6% | -94.0% |
| All | -79.2% | +264.1% | -343.3% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling