-89.8%
SNAP vs AFRM
-20.4%
-69.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.2% |
| 7D | +0.7% | -7.0% | +7.7% | +3.1% |
| 30D | +2.6% | -7.8% | +10.4% | +5.4% |
| 3M | -9.9% | +5.3% | -15.2% | -11.6% |
| 6M | +1.9% | +42.6% | -40.8% | -10.0% |
| YTD | -32.2% | -2.8% | -29.4% | -32.8% |
| 1Y | -22.8% | -19.3% | -3.5% | -20.0% |
| 3Y | -47.6% | +231.0% | -278.6% | -71.3% |
| 5Y | -92.7% | -22.2% | -70.5% | -95.3% |
| All | -89.8% | -20.4% | -69.4% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling