+17.6%
SNOW vs ABT
+12.9%
+4.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.1% |
| 7D | +10.8% | -5.6% | +16.4% | +13.4% |
| 30D | -16.5% | +5.2% | -21.7% | -18.7% |
| 3M | -10.1% | -2.7% | -7.4% | -9.7% |
| 6M | +96.5% | +28.8% | +67.7% | +71.6% |
| YTD | +36.2% | -12.3% | +48.4% | +42.4% |
| 1Y | +10.7% | -14.7% | +25.4% | +17.2% |
| 3Y | +86.2% | +21.6% | +64.7% | +49.8% |
| 5Y | -22.7% | -7.8% | -15.0% | -25.0% |
| All | +17.6% | +12.9% | +4.8% | +3.5% |
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