-90.5%
SNAP vs ACM
+1.1%
-91.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +6.0% | +5.6% | +0.4% | +1.7% |
| 30D | -13.8% | +20.8% | -34.6% | -25.0% |
| 3M | -0.8% | +11.4% | -12.2% | -9.4% |
| 6M | -6.2% | +0.9% | -7.2% | -9.1% |
| YTD | -34.8% | -24.8% | -10.0% | -20.9% |
| 1Y | -38.7% | -46.4% | +7.7% | +0.1% |
| 3Y | -53.5% | -9.2% | -44.2% | -56.0% |
| All | -90.5% | +1.1% | -91.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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