-79.7%
SNAP vs ALB
+9.9%
-89.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.8% |
| 7D | -7.1% | +9.1% | -16.2% | -9.9% |
| 30D | -14.6% | -3.4% | -11.2% | -14.0% |
| 3M | -5.0% | -20.6% | +15.6% | +1.3% |
| 6M | -18.8% | -48.2% | +29.3% | -1.3% |
| YTD | -38.5% | -29.2% | -9.3% | -34.3% |
| 1Y | -38.1% | +10.0% | -48.1% | -43.6% |
| 3Y | -53.8% | -12.9% | -40.9% | -59.1% |
| 5Y | -90.7% | -61.3% | -29.4% | -89.4% |
| All | -79.7% | +9.9% | -89.6% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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