-79.7%
SNAP vs AME
+340.9%
-420.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.1% |
| 7D | -7.1% | -5.2% | -2.0% | -4.0% |
| 30D | -14.6% | -8.0% | -6.6% | -10.2% |
| 3M | -5.0% | -8.9% | +3.9% | 0.0% |
| 6M | -18.8% | -5.0% | -13.8% | -17.0% |
| YTD | -38.5% | +11.9% | -50.4% | -43.7% |
| 1Y | -38.1% | +16.6% | -54.7% | -44.8% |
| 3Y | -53.8% | +62.5% | -116.2% | -67.0% |
| 5Y | -90.7% | +67.6% | -158.3% | -93.5% |
| All | -79.7% | +340.9% | -420.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling