-77.7%
SNAP vs AU
+1,137.4%
-1,215.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | +0.7% | -3.6% | +4.4% | +1.2% |
| 30D | +2.6% | +23.9% | -21.3% | +0.2% |
| 3M | -9.9% | +19.1% | -29.0% | -11.9% |
| 6M | +1.9% | -0.2% | +2.0% | +1.1% |
| YTD | -32.2% | +32.5% | -64.7% | -34.8% |
| 1Y | -22.8% | +96.9% | -119.8% | -28.7% |
| 3Y | -47.6% | +614.7% | -662.3% | -58.5% |
| 5Y | -92.7% | +647.7% | -740.4% | -94.4% |
| All | -77.7% | +1,137.4% | -1,215.1% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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