-78.3%
SNAP vs AFL
+292.2%
-370.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -5.0% | -2.1% | -2.9% | -4.2% |
| 30D | -0.7% | -5.4% | +4.7% | +1.3% |
| 3M | -5.0% | -0.3% | -4.8% | -5.3% |
| 6M | +3.5% | +5.2% | -1.7% | +0.6% |
| YTD | -34.2% | +5.7% | -39.9% | -36.4% |
| 1Y | -27.1% | +10.2% | -37.3% | -30.9% |
| 3Y | -43.5% | +63.4% | -106.9% | -55.9% |
| 5Y | -92.9% | +133.0% | -225.9% | -95.3% |
| All | -78.3% | +292.2% | -370.5% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling