-77.7%
SNAP vs AME
+357.7%
-435.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -5.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | +2.6% | -6.7% | +9.3% | +6.8% |
| 3M | -9.9% | +4.1% | -14.0% | -12.4% |
| 6M | +1.9% | +1.6% | +0.3% | -0.1% |
| YTD | -32.2% | +16.1% | -48.4% | -39.1% |
| 1Y | -22.8% | +27.3% | -50.2% | -35.0% |
| 3Y | -47.6% | +50.9% | -98.5% | -60.7% |
| 5Y | -92.7% | +81.4% | -174.1% | -95.1% |
| All | -77.7% | +357.7% | -435.3% | -90.5% |
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