-39.0%
SNAP vs ADVB
-73.0%
+34.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.0% | -3.2% | +6.8% |
| 7D | -9.8% | +10.5% | -20.3% | -9.8% |
| 30D | -18.2% | -56.0% | +37.8% | -18.8% |
| 3M | -3.1% | -70.1% | +67.1% | -4.2% |
| 6M | -7.1% | -53.7% | +46.6% | -8.7% |
| YTD | -33.8% | -60.3% | +26.4% | -34.5% |
| 1Y | -39.0% | -73.1% | +34.1% | -38.4% |
| All | -39.0% | -73.0% | +34.0% | -38.4% |
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