+297.5%
AVGO vs SNOW
+86.6%
+210.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +5.8% |
| 7D | +25.0% | +10.8% | +14.2% | +21.9% |
| 30D | +2.0% | -16.5% | +18.5% | +6.5% |
| 3M | -12.3% | -10.1% | -2.2% | -10.5% |
| 6M | -12.8% | +96.5% | -109.3% | -28.9% |
| YTD | +5.9% | +36.2% | -30.3% | -4.5% |
| 1Y | +3.3% | +10.7% | -7.4% | -0.3% |
| All | +297.5% | +86.6% | +210.8% | +198.4% |
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