-53.5%
SNAP vs AWK
+31.5%
-85.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | -13.8% | +14.3% | -28.0% | -10.2% |
| 3M | -0.8% | +10.3% | -11.0% | +2.3% |
| 6M | -6.2% | +18.9% | -25.2% | -0.5% |
| YTD | -34.8% | +17.7% | -52.5% | -30.7% |
| 1Y | -38.7% | +16.9% | -55.6% | -34.9% |
| 3Y | -53.5% | +32.2% | -85.6% | -53.7% |
| All | -53.5% | +31.5% | -85.0% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling