+83.4%
SNOW vs ABCL
+185.8%
-102.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +5.5% | -3.3% | +8.8% | +6.1% |
| 30D | -13.2% | -7.1% | -6.0% | -12.0% |
| 3M | -13.7% | +4.7% | -18.5% | -15.1% |
| 6M | +91.0% | +140.9% | -49.9% | +58.6% |
| YTD | +32.7% | +236.0% | -203.3% | +1.9% |
| 1Y | +13.3% | +217.4% | -204.1% | -12.4% |
| 3Y | +83.4% | +188.7% | -105.3% | +40.6% |
| All | +83.4% | +185.8% | -102.5% | +40.6% |
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