+1,016.2%
AVGO vs SNOW
+34.6%
+981.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +1.0% | -7.5% | +8.5% | +2.7% |
| 30D | -13.3% | -1.3% | -12.0% | -13.4% |
| 3M | -2.9% | +37.4% | -40.3% | -10.2% |
| 6M | +5.7% | +88.1% | -82.4% | -11.4% |
| YTD | +4.6% | +50.3% | -45.7% | -7.9% |
| 1Y | -1.6% | +46.0% | -47.6% | -13.1% |
| 3Y | +336.2% | +98.7% | +237.5% | +245.3% |
| 5Y | +695.6% | +3.5% | +692.1% | +567.0% |
| All | +1,016.2% | +34.6% | +981.7% | +766.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling