-90.5%
SNAP vs AZO
+72.0%
-162.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +6.0% | +1.3% | +4.7% | +5.8% |
| 30D | -13.8% | +12.0% | -25.7% | -15.5% |
| 3M | -0.8% | +7.2% | -8.0% | -2.1% |
| 6M | -6.2% | -3.2% | -3.1% | -6.1% |
| YTD | -34.8% | -3.9% | -30.9% | -34.6% |
| 1Y | -38.7% | -14.7% | -24.0% | -37.4% |
| 3Y | -53.5% | +20.4% | -73.9% | -57.2% |
| All | -90.5% | +72.0% | -162.5% | -92.3% |
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