-22.8%
SNAP vs AJG
-12.9%
-10.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | +0.7% | -1.8% | +2.6% | +1.2% |
| 30D | +2.6% | +4.6% | -2.0% | +1.7% |
| 3M | -9.9% | +24.9% | -34.8% | -13.8% |
| 6M | +1.9% | +17.2% | -15.3% | -2.0% |
| YTD | -32.2% | +2.2% | -34.4% | -34.9% |
| 1Y | -22.8% | -11.5% | -11.3% | -22.1% |
| All | -22.8% | -12.9% | -10.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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