-79.4%
SNAP vs AME
+359.3%
-438.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.7% |
| 7D | -7.3% | -1.5% | -5.8% | -6.5% |
| 30D | -18.9% | -4.2% | -14.8% | -16.9% |
| 3M | -5.3% | -5.9% | +0.7% | -2.2% |
| 6M | -16.9% | +2.8% | -19.8% | -19.1% |
| YTD | -37.4% | +16.6% | -54.0% | -44.1% |
| 1Y | -38.5% | +22.1% | -60.6% | -46.7% |
| 3Y | -55.1% | +64.7% | -119.8% | -68.2% |
| 5Y | -90.8% | +76.6% | -167.4% | -93.7% |
| All | -79.4% | +359.3% | -438.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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