-79.7%
SNAP vs ADM
+99.0%
-178.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.4% |
| 7D | -7.1% | -9.0% | +1.9% | -4.8% |
| 30D | -14.6% | -14.0% | -0.7% | -11.2% |
| 3M | -5.0% | -9.2% | +4.2% | -3.1% |
| 6M | -18.8% | -9.2% | -9.7% | -17.4% |
| YTD | -38.5% | +24.2% | -62.8% | -43.7% |
| 1Y | -38.1% | +27.0% | -65.0% | -43.8% |
| 3Y | -53.8% | +6.6% | -60.4% | -57.0% |
| 5Y | -90.7% | +25.0% | -115.6% | -92.3% |
| All | -79.7% | +99.0% | -178.7% | -87.9% |
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