-77.7%
SNAP vs AG
+140.2%
-217.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +2.6% | +19.2% | -16.5% | -0.1% |
| 3M | -9.9% | +6.2% | -16.0% | -11.2% |
| 6M | +1.9% | -26.7% | +28.5% | +5.1% |
| YTD | -32.2% | +26.1% | -58.3% | -35.5% |
| 1Y | -22.8% | +131.7% | -154.5% | -32.9% |
| 3Y | -47.6% | +255.3% | -302.9% | -58.7% |
| 5Y | -92.7% | +61.9% | -154.7% | -93.9% |
| All | -77.7% | +140.2% | -217.8% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling