-91.0%
SNAP vs AIG
+48.3%
-139.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.4% | 0.0% |
| 7D | -7.1% | -5.1% | -2.0% | -3.9% |
| 30D | -14.6% | +2.8% | -17.4% | -16.2% |
| 3M | -5.0% | -2.1% | -2.8% | -3.8% |
| 6M | -18.8% | +1.4% | -20.2% | -20.1% |
| YTD | -38.5% | -7.4% | -31.2% | -36.4% |
| 1Y | -38.1% | +4.4% | -42.5% | -41.5% |
| 3Y | -53.8% | +30.0% | -83.8% | -64.8% |
| All | -91.0% | +48.3% | -139.2% | -93.9% |
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 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