+1,007.2%
AVGO vs SNOW
+37.6%
+969.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.4% |
| 7D | -3.0% | +2.8% | -5.8% | -4.0% |
| 30D | -14.4% | +6.4% | -20.9% | -16.0% |
| 3M | -14.4% | +38.1% | -52.5% | -20.9% |
| 6M | +13.1% | +100.4% | -87.3% | -6.6% |
| YTD | +3.8% | +53.7% | -49.9% | -9.1% |
| 1Y | +17.8% | +52.0% | -34.2% | +3.2% |
| 3Y | +325.3% | +114.7% | +210.6% | +231.2% |
| 5Y | +689.9% | +8.8% | +681.2% | +555.5% |
| All | +1,007.2% | +37.6% | +969.6% | +755.6% |
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