-77.8%
SNAP vs AME
+357.7%
-435.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.5% | +2.8% | -1.3% | -0.2% |
| 30D | +1.9% | -6.3% | +8.1% | +5.7% |
| 3M | -3.9% | +5.4% | -9.3% | -7.4% |
| 6M | +5.2% | +7.4% | -2.2% | -0.3% |
| YTD | -32.7% | +16.2% | -48.9% | -39.6% |
| 1Y | -24.8% | +26.8% | -51.6% | -36.5% |
| 3Y | -42.2% | +57.5% | -99.7% | -57.8% |
| 5Y | -92.7% | +84.8% | -177.5% | -95.1% |
| All | -77.8% | +357.7% | -435.6% | -90.6% |
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