-79.4%
SNAP vs APD
+173.7%
-253.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.8% |
| 7D | -7.3% | -1.6% | -5.8% | -6.4% |
| 30D | -18.9% | +10.6% | -29.5% | -22.7% |
| 3M | -5.3% | +2.5% | -7.8% | -6.4% |
| 6M | -16.9% | +6.0% | -22.9% | -19.6% |
| YTD | -37.4% | +28.4% | -65.9% | -45.7% |
| 1Y | -38.5% | +22.2% | -60.6% | -45.6% |
| 3Y | -55.1% | +26.6% | -81.6% | -61.4% |
| 5Y | -90.8% | +11.8% | -102.6% | -91.8% |
| All | -79.4% | +173.7% | -253.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling