-92.7%
SNAP vs AIG
+53.5%
-146.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | +1.5% | -1.6% | +3.1% | +2.5% |
| 30D | +1.9% | -5.2% | +7.1% | +5.3% |
| 3M | -3.9% | +1.5% | -5.3% | -5.2% |
| 6M | +5.2% | -3.9% | +9.2% | +7.3% |
| YTD | -32.7% | -11.6% | -21.1% | -28.3% |
| 1Y | -24.8% | -2.9% | -21.9% | -25.6% |
| 3Y | -42.2% | +33.7% | -75.9% | -56.9% |
| 5Y | -92.7% | +52.7% | -145.3% | -95.0% |
| All | -92.7% | +53.5% | -146.2% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling