-47.7%
SNAP vs ATI
+363.8%
-411.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -5.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.6% | +2.7% | -0.1% | +1.2% |
| 3M | -9.9% | +16.3% | -26.2% | -15.7% |
| 6M | +1.9% | +30.2% | -28.3% | -9.7% |
| YTD | -32.2% | +83.6% | -115.8% | -47.7% |
| 1Y | -22.8% | +173.0% | -195.9% | -50.2% |
| All | -47.7% | +363.8% | -411.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling