-79.4%
SNAP vs AWK
+132.2%
-211.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -7.3% | +1.2% | -8.6% | -7.6% |
| 30D | -18.9% | +15.8% | -34.7% | -21.0% |
| 3M | -5.3% | +11.0% | -16.3% | -7.0% |
| 6M | -16.9% | +21.0% | -37.9% | -19.7% |
| YTD | -37.4% | +16.7% | -54.1% | -39.5% |
| 1Y | -38.5% | +17.2% | -55.6% | -40.6% |
| 3Y | -55.1% | +29.2% | -84.3% | -59.4% |
| 5Y | -90.8% | -2.3% | -88.5% | -91.0% |
| All | -79.4% | +132.2% | -211.6% | -78.8% |
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