+887.9%
APP vs SNOW
+81.8%
+806.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.8% |
| 7D | +4.6% | +5.5% | -0.9% | +2.5% |
| 30D | +56.0% | -13.2% | +69.2% | +63.4% |
| 3M | +30.8% | -13.7% | +44.6% | +35.6% |
| 6M | -9.8% | +91.0% | -100.8% | -35.2% |
| YTD | -39.3% | +32.7% | -71.9% | -49.2% |
| 1Y | -26.4% | +13.3% | -39.7% | -34.8% |
| 3Y | +887.9% | +83.4% | +804.6% | +547.0% |
| All | +887.9% | +81.8% | +806.1% | +547.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling