-41.7%
SNAP vs AIG
+36.8%
-78.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +0.7% | -0.9% | +1.7% | +1.1% |
| 30D | +2.6% | -4.9% | +7.5% | +4.6% |
| 3M | -9.9% | +4.5% | -14.3% | -11.6% |
| 6M | +1.9% | -1.4% | +3.3% | +2.1% |
| YTD | -32.2% | -9.8% | -22.4% | -29.9% |
| 1Y | -22.8% | -4.5% | -18.3% | -22.7% |
| All | -41.7% | +36.8% | -78.5% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling