+5.5%
SNOW vs ABT
-9.5%
+15.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.7% |
| 7D | +4.9% | -3.1% | +8.0% | +6.2% |
| 30D | +1.5% | -2.1% | +3.6% | +2.2% |
| 3M | +39.5% | +17.4% | +22.1% | +27.8% |
| 6M | +85.9% | -2.4% | +88.3% | +86.4% |
| YTD | +52.9% | -14.2% | +67.2% | +62.7% |
| 1Y | +48.1% | -18.3% | +66.4% | +61.0% |
| 3Y | +102.2% | +11.5% | +90.7% | +68.6% |
| 5Y | +5.5% | -9.9% | +15.4% | +10.1% |
| All | +5.5% | -9.5% | +15.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling