-90.5%
SNAP vs AGI
+279.9%
-370.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.1% |
| 7D | -10.6% | +13.9% | -24.5% | -13.2% |
| 30D | -19.7% | -6.2% | -13.5% | -18.9% |
| 3M | -6.5% | -6.9% | +0.4% | -5.4% |
| 6M | -17.8% | -28.7% | +11.0% | -12.8% |
| YTD | -38.0% | -19.8% | -18.3% | -36.2% |
| 1Y | -42.5% | -4.8% | -37.7% | -42.7% |
| 3Y | -55.8% | +144.3% | -200.1% | -66.4% |
| 5Y | -90.5% | +277.2% | -367.8% | -93.3% |
| All | -90.5% | +279.9% | -370.5% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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