-90.3%
SNAP vs AMCR
-9.0%
-81.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | +2.6% | -4.5% | +7.0% | +5.2% |
| 30D | -19.6% | +4.9% | -24.4% | -21.6% |
| 3M | +0.4% | -4.6% | +5.0% | +2.9% |
| 6M | -5.9% | +15.2% | -21.1% | -13.8% |
| YTD | -35.3% | +9.7% | -45.1% | -40.2% |
| 1Y | -42.6% | +10.5% | -53.1% | -47.3% |
| 3Y | -53.9% | +13.8% | -67.7% | -60.6% |
| 5Y | -90.3% | -9.1% | -81.2% | -89.3% |
| All | -90.3% | -9.0% | -81.3% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling