-92.7%
SNAP vs AWK
-15.0%
-77.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.5% | +2.2% | -0.7% | +1.3% |
| 30D | +1.9% | +4.4% | -2.6% | +1.5% |
| 3M | -3.9% | +15.4% | -19.3% | -4.9% |
| 6M | +5.2% | +3.5% | +1.7% | +5.0% |
| YTD | -32.7% | +9.8% | -42.5% | -33.5% |
| 1Y | -24.8% | +3.0% | -27.8% | -25.0% |
| 3Y | -42.2% | +9.7% | -51.8% | -45.7% |
| 5Y | -92.7% | -17.2% | -75.5% | -93.2% |
| All | -92.7% | -15.0% | -77.7% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling