+86.4%
SNOW vs ABT
+23.0%
+63.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +1.0% | -0.7% | +0.2% |
| 30D | -19.8% | +11.6% | -31.4% | -20.7% |
| 3M | -11.6% | +2.3% | -14.0% | -11.8% |
| 6M | +94.0% | +32.7% | +61.3% | +85.7% |
| YTD | +34.8% | -9.6% | +44.5% | +34.0% |
| 1Y | +10.1% | -10.1% | +20.2% | +9.5% |
| All | +86.4% | +23.0% | +63.4% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling