-52.7%
SNAP vs ADM
+8.2%
-60.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +6.6% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | -18.2% | -11.8% | -6.4% | -17.5% |
| 3M | -3.1% | -11.3% | +8.2% | -2.4% |
| 6M | -7.1% | -10.0% | +2.9% | -6.7% |
| YTD | -33.8% | +25.9% | -59.7% | -36.5% |
| 1Y | -39.0% | +26.7% | -65.7% | -41.6% |
| All | -52.7% | +8.2% | -60.9% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling