-53.8%
SNAP vs AME
+63.5%
-117.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | +2.6% | +8.1% | -5.5% | -2.0% |
| 30D | -19.6% | -3.8% | -15.8% | -17.9% |
| 3M | +0.4% | -6.6% | +7.0% | +4.0% |
| 6M | -5.9% | +4.6% | -10.5% | -9.2% |
| YTD | -35.3% | +17.9% | -53.3% | -43.0% |
| 1Y | -42.6% | +23.2% | -65.8% | -50.9% |
| All | -53.8% | +63.5% | -117.3% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling