-53.2%
SNAP vs BAM
+84.5%
-137.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.0% | -11.0% | -12.0% |
| 7D | -10.4% | +7.9% | -18.3% | -14.6% |
| 30D | -11.9% | +16.0% | -28.0% | -20.1% |
| 3M | -4.5% | +0.6% | -5.1% | -4.9% |
| 6M | -16.7% | +10.5% | -27.2% | -22.3% |
| YTD | -36.9% | +3.2% | -40.1% | -38.6% |
| 1Y | -30.3% | +1.0% | -31.3% | -31.3% |
| 3Y | -52.5% | +84.2% | -136.8% | -67.9% |
| All | -53.2% | +84.5% | -137.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling