-22.8%
SNAP vs ADVB
+5.8%
-28.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | +0.7% | -3.8% | +4.5% | +0.7% |
| 30D | +2.6% | +17.6% | -14.9% | +2.9% |
| 3M | -9.9% | +119.1% | -129.0% | -9.5% |
| 6M | +1.9% | +103.4% | -101.5% | +1.1% |
| YTD | -32.2% | +59.8% | -92.1% | -32.0% |
| 1Y | -22.8% | +8.5% | -31.4% | -23.7% |
| All | -22.8% | +5.8% | -28.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling