-79.7%
SNAP vs APA
+10.5%
-90.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.1% |
| 7D | -7.1% | -15.5% | +8.4% | -4.2% |
| 30D | -14.6% | +2.4% | -17.0% | -15.3% |
| 3M | -5.0% | +22.8% | -27.8% | -9.4% |
| 6M | -18.8% | +17.9% | -36.8% | -22.6% |
| YTD | -38.5% | +87.7% | -126.2% | -47.8% |
| 1Y | -38.1% | +94.2% | -132.3% | -47.9% |
| 3Y | -53.8% | +27.2% | -81.0% | -58.9% |
| 5Y | -90.7% | +74.1% | -164.8% | -92.3% |
| All | -79.7% | +10.5% | -90.2% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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