-29.2%
APP vs SNOW
+13.9%
-43.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +10.6% | +10.8% | -0.3% | +7.4% |
| 30D | +44.6% | -16.5% | +61.1% | +52.9% |
| 3M | +29.6% | -10.1% | +39.7% | +32.4% |
| 6M | -19.8% | +96.5% | -116.3% | -42.9% |
| YTD | -41.6% | +36.2% | -77.7% | -53.4% |
| All | -29.2% | +13.9% | -43.2% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling