-41.9%
SNAP vs AME
+21.9%
-63.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.3% |
| 7D | -7.3% | -1.5% | -5.8% | -7.0% |
| 30D | -18.9% | -4.2% | -14.8% | -17.9% |
| 3M | -5.3% | -5.9% | +0.7% | -3.5% |
| 6M | -16.9% | +2.8% | -19.8% | -17.9% |
| YTD | -37.4% | +16.6% | -54.0% | -43.0% |
| All | -41.9% | +21.9% | -63.7% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling