+391.7%
APP vs SNOW
+44.7%
+346.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +5.0% |
| 7D | +0.9% | +2.8% | -1.9% | -2.0% |
| 30D | -23.3% | +6.4% | -29.7% | -26.9% |
| 3M | -42.6% | +38.1% | -80.7% | -52.5% |
| 6M | -33.6% | +100.4% | -134.0% | -57.4% |
| YTD | -52.4% | +53.7% | -106.1% | -64.6% |
| 1Y | -35.9% | +52.0% | -87.8% | -52.9% |
| 3Y | +642.2% | +114.7% | +527.6% | +306.6% |
| 5Y | +311.1% | +8.8% | +302.3% | +190.3% |
| All | +391.7% | +44.7% | +346.9% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling