-17.7%
SNOW vs ABCL
-79.5%
+61.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.3% |
| 7D | +0.2% | +12.4% | -12.3% | -2.6% |
| 30D | -21.1% | -0.4% | -20.7% | -21.1% |
| 3M | -11.9% | +80.4% | -92.3% | -25.3% |
| 6M | +91.0% | +138.5% | -47.6% | +48.5% |
| YTD | +32.7% | +265.5% | -232.8% | -8.9% |
| 1Y | +10.8% | +219.7% | -208.9% | -21.8% |
| 3Y | +86.2% | +209.4% | -123.2% | +18.9% |
| 5Y | -22.7% | -15.0% | -7.7% | -35.1% |
| All | -17.7% | -79.5% | +61.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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