-47.7%
SNAP vs AFRM
+232.3%
-280.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.3% |
| 7D | +0.7% | -7.0% | +7.7% | +2.8% |
| 30D | +2.6% | -7.8% | +10.4% | +5.1% |
| 3M | -9.9% | +5.3% | -15.2% | -11.3% |
| 6M | +1.9% | +42.6% | -40.8% | -8.5% |
| YTD | -32.2% | -2.8% | -29.4% | -32.9% |
| 1Y | -22.8% | -19.3% | -3.5% | -20.7% |
| All | -47.7% | +232.3% | -280.0% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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