-92.9%
SNAP vs AZO
+86.8%
-179.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -0.7% | -5.1% | +4.4% | +0.2% |
| 3M | -5.0% | -7.2% | +2.2% | -3.9% |
| 6M | +3.5% | -20.7% | +24.2% | +7.2% |
| YTD | -34.2% | -14.2% | -20.0% | -32.6% |
| 1Y | -27.1% | -32.2% | +5.1% | -22.6% |
| 3Y | -43.5% | +11.1% | -54.6% | -47.2% |
| All | -92.9% | +86.8% | -179.7% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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