-78.3%
SNAP vs AWK
+118.4%
-196.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | -0.7% | +4.3% | -5.0% | -1.4% |
| 3M | -5.0% | +12.5% | -17.5% | -6.9% |
| 6M | +3.5% | +3.3% | +0.2% | +2.7% |
| YTD | -34.2% | +9.8% | -44.0% | -35.6% |
| 1Y | -27.1% | +2.9% | -30.0% | -27.9% |
| 3Y | -43.5% | +9.6% | -53.1% | -46.6% |
| 5Y | -92.9% | -16.7% | -76.2% | -92.8% |
| All | -78.3% | +118.4% | -196.7% | -77.4% |
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