-79.2%
SNAP vs APD
+172.3%
-251.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -12.6% |
| 7D | -10.4% | -0.7% | -9.7% | -9.9% |
| 30D | -11.9% | +10.1% | -22.1% | -15.9% |
| 3M | -4.5% | +4.9% | -9.4% | -6.7% |
| 6M | -16.7% | +2.5% | -19.2% | -18.0% |
| YTD | -36.9% | +27.8% | -64.7% | -45.2% |
| 1Y | -30.3% | +32.9% | -63.1% | -40.9% |
| 3Y | -52.5% | +13.4% | -65.9% | -57.2% |
| 5Y | -90.4% | +12.8% | -103.2% | -91.6% |
| All | -79.2% | +172.3% | -251.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling