+194.4%
AAPL vs SNOW
+37.6%
+156.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +3.0% | +6.4% | -3.4% | +1.7% |
| 3M | +2.9% | +38.1% | -35.2% | -2.6% |
| 6M | +22.1% | +100.4% | -78.3% | +6.7% |
| YTD | +18.0% | +53.7% | -35.7% | +7.4% |
| 1Y | +33.9% | +52.0% | -18.0% | +21.6% |
| 3Y | +71.2% | +114.7% | -43.5% | +39.9% |
| 5Y | +112.6% | +8.8% | +103.8% | +79.0% |
| All | +194.4% | +37.6% | +156.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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