+400.4%
ALAB vs SNOW
+113.3%
+287.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.4% | +15.2% | +11.8% |
| 7D | +7.2% | +2.8% | +4.4% | +5.3% |
| 30D | -2.5% | +6.4% | -8.9% | -5.7% |
| 3M | -13.3% | +38.1% | -51.4% | -24.4% |
| 6M | +172.8% | +100.4% | +72.4% | +89.2% |
| YTD | +86.6% | +53.7% | +32.9% | +48.9% |
| 1Y | +65.2% | +52.0% | +13.2% | +32.3% |
| All | +400.4% | +113.3% | +287.1% | +224.5% |
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