-77.7%
SNAP vs ACM
+84.3%
-161.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | +0.7% | -3.7% | +4.5% | +3.0% |
| 30D | +2.6% | -11.1% | +13.7% | +8.7% |
| 3M | -9.9% | -8.0% | -1.9% | -6.7% |
| 6M | +1.9% | -29.7% | +31.5% | +23.4% |
| YTD | -32.2% | -29.4% | -2.8% | -18.8% |
| 1Y | -22.8% | -46.4% | +23.6% | +8.2% |
| 3Y | -47.6% | -22.3% | -25.3% | -41.0% |
| 5Y | -92.7% | +4.5% | -97.2% | -92.9% |
| All | -77.7% | +84.3% | -161.9% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling