-90.6%
SNAP vs APD
+12.7%
-103.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -10.6% | -0.2% | -10.3% | -10.2% |
| 30D | -19.7% | +11.0% | -30.8% | -23.4% |
| 3M | -6.5% | +2.0% | -8.5% | -7.3% |
| 6M | -17.8% | +7.1% | -24.8% | -20.5% |
| YTD | -38.0% | +29.8% | -67.8% | -46.2% |
| 1Y | -42.5% | +24.0% | -66.5% | -49.2% |
| 3Y | -55.8% | +27.2% | -83.0% | -62.0% |
| All | -90.6% | +12.7% | -103.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling