+52.0%
SNOW vs AA
+63.2%
-11.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.0% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +6.4% | +5.0% | +1.4% | +5.3% |
| 3M | +38.1% | -35.8% | +73.9% | +50.3% |
| 6M | +100.4% | -18.4% | +118.8% | +105.1% |
| YTD | +53.7% | -5.5% | +59.2% | +49.8% |
| 1Y | +52.0% | +61.0% | -9.0% | +28.2% |
| All | +52.0% | +63.2% | -11.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling