-4.7%
SNOW vs ABCL
-81.3%
+76.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +6.4% | +93.1% | -86.7% | -10.9% |
| 3M | +38.1% | +79.4% | -41.3% | +16.0% |
| 6M | +100.4% | +214.9% | -114.5% | +44.9% |
| YTD | +53.7% | +234.2% | -180.5% | +8.3% |
| 1Y | +52.0% | +174.8% | -122.8% | +10.0% |
| 3Y | +114.7% | +104.5% | +10.2% | +53.8% |
| 5Y | +8.8% | -39.0% | +47.8% | -4.2% |
| All | -4.7% | -81.3% | +76.5% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling