-78.3%
SNAP vs AMCR
+26.3%
-104.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.0% |
| 7D | -5.0% | -6.3% | +1.3% | -2.2% |
| 30D | -0.7% | -7.1% | +6.4% | +2.6% |
| 3M | -5.0% | +12.7% | -17.7% | -10.2% |
| 6M | +3.5% | +5.2% | -1.6% | +0.4% |
| YTD | -34.2% | +8.1% | -42.3% | -37.5% |
| 1Y | -27.1% | +11.7% | -38.8% | -32.0% |
| 3Y | -43.5% | +9.9% | -53.4% | -47.6% |
| 5Y | -92.9% | -8.7% | -84.2% | -92.7% |
| All | -78.3% | +26.3% | -104.6% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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