-78.3%
SNAP vs AJG
+387.6%
-465.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -0.5% |
| 7D | -5.0% | -7.4% | +2.4% | -0.6% |
| 30D | -0.7% | -3.0% | +2.2% | +1.0% |
| 3M | -5.0% | +12.8% | -17.9% | -12.4% |
| 6M | +3.5% | +12.8% | -9.3% | -5.0% |
| YTD | -34.2% | -4.7% | -29.5% | -33.4% |
| 1Y | -27.1% | -17.2% | -9.9% | -20.1% |
| 3Y | -43.5% | +10.2% | -53.6% | -52.5% |
| 5Y | -92.9% | +76.9% | -169.8% | -95.8% |
| All | -78.3% | +387.6% | -465.9% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling