+503.8%
APP vs SNOW
+28.2%
+475.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +10.6% | +10.8% | -0.3% | +5.2% |
| 30D | +44.6% | -16.5% | +61.1% | +56.6% |
| 3M | +29.6% | -10.1% | +39.7% | +32.5% |
| 6M | -19.8% | +96.5% | -116.3% | -48.4% |
| YTD | -41.6% | +36.2% | -77.7% | -54.4% |
| 1Y | -32.7% | +10.7% | -43.4% | -41.7% |
| 3Y | +799.0% | +86.2% | +712.8% | +425.8% |
| 5Y | +250.4% | -22.7% | +273.1% | +181.2% |
| All | +503.8% | +28.2% | +475.6% | +239.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling