-90.5%
SNAP vs AG
0.0%
-90.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.3% |
| 7D | +6.0% | -10.0% | +16.0% | +8.3% |
| 30D | -13.8% | -10.5% | -3.3% | -11.8% |
| 3M | -0.8% | -27.3% | +26.5% | +5.2% |
| 6M | -6.2% | -43.0% | +36.7% | +3.3% |
| YTD | -34.8% | -17.9% | -16.9% | -34.1% |
| 1Y | -38.7% | +11.9% | -50.6% | -42.0% |
| 3Y | -53.5% | +201.8% | -255.3% | -66.2% |
| All | -90.5% | 0.0% | -90.5% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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