-24.7%
SNAP vs AIG
-1.7%
-23.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | -0.7% | -3.3% | +2.6% | -0.3% |
| 3M | -5.0% | +2.2% | -7.2% | -5.3% |
| 6M | +3.5% | -2.1% | +5.6% | +3.1% |
| YTD | -34.2% | -11.2% | -23.0% | -34.3% |
| All | -24.7% | -1.7% | -23.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling