-59.8%
SNAP vs ALC
+31.8%
-91.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.2% |
| 7D | -7.1% | +4.9% | -12.0% | -9.8% |
| 30D | -14.6% | +19.0% | -33.6% | -23.6% |
| 3M | -5.0% | +7.8% | -12.7% | -9.5% |
| 6M | -18.8% | +14.6% | -33.4% | -25.9% |
| YTD | -38.5% | -4.4% | -34.1% | -37.3% |
| 1Y | -38.1% | +1.4% | -39.5% | -39.3% |
| 3Y | -53.8% | +2.5% | -56.3% | -56.2% |
| 5Y | -90.7% | -10.9% | -79.8% | -90.5% |
| All | -59.8% | +31.8% | -91.7% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling