-77.7%
SNAP vs ADM
+140.6%
-218.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +0.7% | +3.8% | -3.0% | -0.4% |
| 30D | +2.6% | +9.8% | -7.1% | -0.3% |
| 3M | -9.9% | +2.1% | -12.0% | -10.7% |
| 6M | +1.9% | +27.5% | -25.6% | -6.3% |
| YTD | -32.2% | +50.2% | -82.4% | -40.9% |
| 1Y | -22.8% | +40.6% | -63.4% | -31.6% |
| 3Y | -47.6% | +17.2% | -64.8% | -51.9% |
| 5Y | -92.7% | +61.9% | -154.6% | -94.5% |
| All | -77.7% | +140.6% | -218.3% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling