+11.4%
ALAB vs SNOW
+100.6%
-89.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.3% |
| 7D | +3.4% | +3.7% | -0.2% | +2.8% |
| 30D | -28.8% | -16.4% | -12.3% | -26.4% |
| 3M | -26.0% | -9.9% | -16.1% | -24.5% |
| 6M | +11.4% | +98.8% | -87.5% | +12.8% |
| All | +11.4% | +100.6% | -89.2% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling