-53.8%
SNAP vs ATI
+320.9%
-374.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.0% |
| 7D | -7.1% | +6.2% | -13.3% | -8.7% |
| 30D | -14.6% | -7.1% | -7.5% | -12.7% |
| 3M | -5.0% | -21.3% | +16.3% | +2.2% |
| 6M | -18.8% | +6.5% | -25.3% | -22.6% |
| YTD | -38.5% | +53.2% | -91.7% | -49.7% |
| 1Y | -38.1% | +82.7% | -120.8% | -52.9% |
| 3Y | -53.8% | +314.3% | -368.1% | -76.0% |
| All | -53.8% | +320.9% | -374.6% | -76.0% |
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