-77.5%
SNAP vs AFL
+291.3%
-368.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -3.2% | -3.3% | +0.1% | -1.9% |
| 30D | +0.2% | -5.0% | +5.2% | +2.1% |
| 3M | +2.6% | -1.8% | +4.4% | +2.9% |
| 6M | +12.4% | +4.8% | +7.6% | +9.5% |
| YTD | -31.6% | +5.4% | -37.0% | -33.8% |
| 1Y | -21.7% | +9.0% | -30.7% | -25.5% |
| 3Y | -41.2% | +63.0% | -104.3% | -54.1% |
| 5Y | -92.6% | +134.5% | -227.1% | -95.1% |
| All | -77.5% | +291.3% | -368.7% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AFL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling