-78.5%
SNAP vs APD
+180.3%
-258.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.0% | +3.8% | +2.2% | +4.1% |
| 30D | -13.8% | +8.2% | -22.0% | -16.9% |
| 3M | -0.8% | +4.3% | -5.0% | -2.7% |
| 6M | -6.2% | +4.7% | -10.9% | -8.5% |
| YTD | -34.8% | +31.5% | -66.4% | -44.1% |
| 1Y | -38.7% | +23.5% | -62.2% | -46.0% |
| 3Y | -53.5% | +29.1% | -82.6% | -60.4% |
| 5Y | -90.2% | +15.9% | -106.1% | -91.5% |
| All | -78.5% | +180.3% | -258.9% | -88.5% |
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