-22.1%
SNAP vs AFL
+9.8%
-31.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.1% |
| 7D | +3.8% | -1.6% | +5.5% | +3.2% |
| 30D | +9.2% | -4.0% | +13.3% | +7.7% |
| 3M | +6.6% | -0.5% | +7.1% | +6.0% |
| 6M | +16.9% | +6.5% | +10.4% | +17.6% |
| YTD | -29.6% | +6.2% | -35.8% | -29.2% |
| 1Y | -22.1% | +8.3% | -30.4% | -18.5% |
| All | -22.1% | +9.8% | -31.9% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling