-79.7%
SNAP vs ACM
+85.7%
-165.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | +5.4% | -12.5% | -9.6% |
| 30D | -14.6% | +15.1% | -29.7% | -21.2% |
| 3M | -5.0% | -10.5% | +5.5% | +0.1% |
| 6M | -18.8% | -19.7% | +0.9% | -9.4% |
| YTD | -38.5% | -28.8% | -9.7% | -26.8% |
| 1Y | -38.1% | -47.9% | +9.8% | -11.6% |
| 3Y | -53.8% | -12.4% | -41.4% | -51.5% |
| 5Y | -90.7% | +0.6% | -91.2% | -90.7% |
| All | -79.7% | +85.7% | -165.4% | -86.6% |
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