-79.2%
SNAP vs ACM
+85.6%
-164.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.2% | -11.9% | -12.8% |
| 7D | -10.4% | +5.1% | -15.4% | -12.7% |
| 30D | -11.9% | +11.5% | -23.4% | -17.2% |
| 3M | -4.5% | -10.5% | +6.0% | +0.6% |
| 6M | -16.7% | -20.4% | +3.7% | -6.6% |
| YTD | -36.9% | -28.9% | -8.1% | -24.8% |
| 1Y | -30.3% | -48.7% | +18.4% | +0.4% |
| 3Y | -52.5% | -12.5% | -40.0% | -50.1% |
| 5Y | -90.4% | +0.5% | -91.0% | -90.5% |
| All | -79.2% | +85.6% | -164.8% | -86.2% |
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