-92.7%
SNAP vs AFL
+134.0%
-226.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +1.9% | -7.1% | +9.0% | +4.9% |
| 3M | -3.9% | +0.4% | -4.3% | -4.7% |
| 6M | +5.2% | +4.5% | +0.7% | +2.1% |
| YTD | -32.7% | +6.1% | -38.8% | -35.5% |
| 1Y | -24.8% | +10.6% | -35.4% | -29.7% |
| 3Y | -42.2% | +64.0% | -106.2% | -59.5% |
| 5Y | -92.7% | +133.7% | -226.4% | -96.3% |
| All | -92.7% | +134.0% | -226.7% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling