-42.2%
SNAP vs AMCR
+10.1%
-52.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +1.5% | -1.8% | +3.3% | +2.3% |
| 30D | +1.9% | -6.0% | +7.9% | +4.6% |
| 3M | -3.9% | +18.9% | -22.8% | -10.9% |
| 6M | +5.2% | +5.7% | -0.4% | +2.3% |
| YTD | -32.7% | +11.1% | -43.8% | -36.8% |
| 1Y | -24.8% | +12.7% | -37.5% | -30.1% |
| 3Y | -42.2% | +9.6% | -51.8% | -48.3% |
| All | -42.2% | +10.1% | -52.2% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling