-90.5%
SNAP vs AFRM
-23.4%
-67.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.8% | -6.2% | -11.4% |
| 7D | -10.4% | -6.9% | -3.5% | -8.0% |
| 30D | -11.9% | -7.0% | -5.0% | -9.7% |
| 3M | -4.5% | -11.2% | +6.7% | -0.7% |
| 6M | -16.7% | +4.3% | -21.0% | -18.5% |
| YTD | -36.9% | -6.4% | -30.5% | -36.6% |
| 1Y | -30.3% | -2.6% | -27.7% | -31.4% |
| 3Y | -52.5% | +210.6% | -263.1% | -73.0% |
| 5Y | -90.4% | -57.6% | -32.8% | -93.3% |
| All | -90.5% | -23.4% | -67.1% | -93.9% |
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