-38.7%
SNAP vs AIG
+8.7%
-47.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +6.0% | +6.6% | -0.5% | +4.8% |
| 30D | -13.8% | +7.0% | -20.8% | -14.7% |
| 3M | -0.8% | +9.7% | -10.5% | -2.3% |
| 6M | -6.2% | +10.8% | -17.0% | -7.8% |
| YTD | -34.8% | -1.3% | -33.5% | -38.5% |
| 1Y | -38.7% | +8.4% | -47.1% | -42.0% |
| All | -38.7% | +8.7% | -47.4% | -42.0% |
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