+102.2%
SNOW vs AA
+89.1%
+13.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | +4.9% | +1.7% | +3.3% | +4.5% |
| 30D | +1.5% | +3.3% | -1.8% | +0.6% |
| 3M | +39.5% | -29.4% | +68.9% | +50.2% |
| 6M | +85.9% | -12.8% | +98.7% | +88.2% |
| YTD | +52.9% | -2.1% | +55.1% | +49.5% |
| 1Y | +48.1% | +62.8% | -14.7% | +26.1% |
| 3Y | +102.2% | +90.5% | +11.7% | +60.9% |
| All | +102.2% | +89.1% | +13.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling