-77.7%
SNAP vs AFL
+300.6%
-378.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +2.6% | -6.2% | +8.8% | +5.1% |
| 3M | -9.9% | +2.2% | -12.1% | -11.1% |
| 6M | +1.9% | +5.3% | -3.4% | -0.9% |
| YTD | -32.2% | +8.0% | -40.2% | -35.0% |
| 1Y | -22.8% | +10.2% | -33.1% | -26.9% |
| 3Y | -47.6% | +67.1% | -114.7% | -59.5% |
| 5Y | -92.7% | +135.6% | -228.3% | -95.2% |
| All | -77.7% | +300.6% | -378.3% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling