-42.6%
SNAP vs BAM
-1.5%
-41.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.6% |
| 7D | +2.6% | -2.0% | +4.6% | +3.9% |
| 30D | -19.6% | +13.7% | -33.2% | -26.6% |
| 3M | +0.4% | -4.8% | +5.1% | +4.0% |
| 6M | -5.9% | +7.6% | -13.6% | -11.2% |
| YTD | -35.3% | +1.2% | -36.5% | -37.3% |
| 1Y | -42.6% | -2.3% | -40.3% | -43.1% |
| All | -42.6% | -1.5% | -41.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling