-91.0%
SNAP vs ACM
-2.7%
-88.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | +5.4% | -12.5% | -10.4% |
| 30D | -14.6% | +15.1% | -29.7% | -23.0% |
| 3M | -5.0% | -10.5% | +5.5% | +1.8% |
| 6M | -18.8% | -19.7% | +0.9% | -5.8% |
| YTD | -38.5% | -28.8% | -9.7% | -22.2% |
| 1Y | -38.1% | -47.9% | +9.8% | +2.7% |
| 3Y | -53.8% | -12.4% | -41.4% | -55.4% |
| All | -91.0% | -2.7% | -88.2% | -92.5% |
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