-79.7%
SNAP vs AWK
+133.9%
-213.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -7.1% | +4.1% | -11.2% | -7.8% |
| 30D | -14.6% | +18.0% | -32.6% | -17.1% |
| 3M | -5.0% | +12.2% | -17.2% | -6.9% |
| 6M | -18.8% | +21.2% | -40.1% | -21.6% |
| YTD | -38.5% | +17.6% | -56.1% | -40.6% |
| 1Y | -38.1% | +19.2% | -57.3% | -40.4% |
| 3Y | -53.8% | +26.7% | -80.5% | -57.9% |
| 5Y | -90.7% | -1.3% | -89.3% | -90.9% |
| All | -79.7% | +133.9% | -213.7% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling