+892.4%
APP vs SNOW
+83.9%
+808.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.0% |
| 7D | +71.2% | -9.9% | +81.1% | +76.6% |
| 30D | +39.1% | -17.1% | +56.2% | +48.0% |
| 3M | +16.5% | -13.2% | +29.8% | +20.3% |
| 6M | -16.6% | +97.4% | -114.0% | -41.4% |
| YTD | -41.9% | +25.8% | -67.7% | -50.5% |
| 1Y | -37.0% | +4.2% | -41.3% | -42.3% |
| 3Y | +892.4% | +91.3% | +801.1% | +509.7% |
| All | +892.4% | +83.9% | +808.5% | +509.7% |
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