+29.8%
SNOW vs ABT
+8.1%
+21.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | -7.5% | -5.0% | -2.5% | -5.4% |
| 30D | -1.3% | -5.8% | +4.5% | +1.1% |
| 3M | +37.4% | +16.7% | +20.7% | +26.3% |
| 6M | +88.1% | -5.2% | +93.3% | +91.1% |
| YTD | +50.3% | -16.0% | +66.3% | +61.1% |
| 1Y | +46.0% | -18.3% | +64.2% | +57.8% |
| 3Y | +98.7% | +9.2% | +89.5% | +71.3% |
| 5Y | +3.5% | -11.6% | +15.1% | +2.7% |
| All | +29.8% | +8.1% | +21.7% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling