-43.7%
SNAP vs AFL
+62.8%
-106.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.0% | -2.1% | -2.9% | -4.8% |
| 30D | -0.7% | -5.4% | +4.7% | -0.3% |
| 3M | -5.0% | -0.3% | -4.8% | -5.3% |
| 6M | +3.5% | +5.2% | -1.7% | +2.1% |
| YTD | -34.2% | +5.7% | -39.9% | -35.3% |
| 1Y | -27.1% | +10.2% | -37.3% | -28.9% |
| All | -43.7% | +62.8% | -106.5% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling