-76.8%
SNAP vs AJG
+379.7%
-456.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.6% |
| 7D | +3.8% | -8.3% | +12.1% | +9.1% |
| 30D | +9.2% | -5.7% | +14.9% | +13.0% |
| 3M | +6.6% | +9.1% | -2.5% | +0.3% |
| 6M | +16.9% | +15.2% | +1.7% | +5.8% |
| YTD | -29.6% | -6.3% | -23.3% | -28.1% |
| 1Y | -22.1% | -19.1% | -3.0% | -13.5% |
| 3Y | -39.8% | +8.2% | -48.1% | -49.0% |
| 5Y | -92.4% | +75.6% | -168.0% | -95.4% |
| All | -76.8% | +379.7% | -456.5% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling