-78.5%
SNAP vs AWK
+134.2%
-212.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -13.8% | +14.3% | -28.0% | -15.8% |
| 3M | -0.8% | +10.3% | -11.0% | -2.5% |
| 6M | -6.2% | +18.9% | -25.2% | -9.1% |
| YTD | -34.8% | +17.7% | -52.5% | -37.1% |
| 1Y | -38.7% | +16.9% | -55.6% | -40.8% |
| 3Y | -53.5% | +32.2% | -85.6% | -58.2% |
| 5Y | -90.2% | -2.2% | -88.0% | -90.5% |
| All | -78.5% | +134.2% | -212.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling