+52.0%
SNOW vs ABT
-16.1%
+68.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.1% |
| 30D | +6.4% | +2.5% | +3.9% | +6.0% |
| 3M | +38.1% | +20.2% | +17.9% | +34.6% |
| 6M | +100.4% | -2.9% | +103.3% | +87.7% |
| YTD | +53.7% | -11.9% | +65.6% | +40.9% |
| 1Y | +52.0% | -16.5% | +68.5% | +39.4% |
| All | +52.0% | -16.1% | +68.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling