+91.3%
SNOW vs ABCL
+156.0%
-64.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.4% | +1.1% |
| 7D | -9.9% | -3.2% | -6.7% | -9.4% |
| 30D | -17.1% | -7.4% | -9.7% | -16.1% |
| 3M | -13.2% | +81.9% | -95.2% | -23.3% |
| 6M | +97.4% | +135.7% | -38.3% | +64.4% |
| YTD | +25.8% | +247.4% | -221.6% | -3.8% |
| 1Y | +4.2% | +162.3% | -158.0% | -16.8% |
| 3Y | +91.3% | +165.5% | -74.2% | +46.2% |
| All | +91.3% | +156.0% | -64.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling