-90.3%
SNAP vs ADM
+23.4%
-113.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +2.6% | +0.7% | +1.8% | +2.5% |
| 30D | -19.6% | -14.7% | -4.9% | -18.1% |
| 3M | +0.4% | -10.4% | +10.8% | +1.4% |
| 6M | -5.9% | -10.9% | +5.0% | -5.0% |
| YTD | -35.3% | +26.0% | -61.3% | -38.3% |
| 1Y | -42.6% | +26.5% | -69.1% | -45.4% |
| 3Y | -53.9% | +8.2% | -62.1% | -56.3% |
| 5Y | -90.3% | +24.0% | -114.3% | -90.6% |
| All | -90.3% | +23.4% | -113.7% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling