+298.1%
APP vs SNOW
-24.5%
+322.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +5.2% |
| 7D | +4.6% | +5.5% | -0.9% | +1.8% |
| 30D | +56.0% | -13.2% | +69.2% | +65.7% |
| 3M | +30.8% | -13.7% | +44.6% | +36.5% |
| 6M | -9.8% | +91.0% | -100.8% | -41.6% |
| YTD | -39.3% | +32.7% | -71.9% | -52.2% |
| 1Y | -26.4% | +13.3% | -39.7% | -37.4% |
| 3Y | +887.9% | +83.4% | +804.6% | +474.4% |
| All | +298.1% | -24.5% | +322.6% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling