-22.8%
SNAP vs ALC
-10.2%
-12.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.7% |
| 7D | +0.7% | -2.1% | +2.8% | +2.1% |
| 30D | +2.6% | -0.1% | +2.7% | +3.0% |
| 3M | -9.9% | +5.9% | -15.8% | -12.4% |
| 6M | +1.9% | -15.9% | +17.8% | +14.1% |
| YTD | -32.2% | -10.1% | -22.1% | -27.2% |
| 1Y | -22.8% | -10.2% | -12.6% | -16.3% |
| All | -22.8% | -10.2% | -12.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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