-19.9%
SNOW vs ABT
-4.6%
-15.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +1.0% | -0.7% | -0.3% |
| 30D | -19.8% | +11.6% | -31.4% | -23.9% |
| 3M | -11.6% | +2.3% | -14.0% | -13.1% |
| 6M | +94.0% | +32.7% | +61.3% | +66.6% |
| YTD | +34.8% | -9.6% | +44.5% | +39.8% |
| 1Y | +10.1% | -10.1% | +20.2% | +14.1% |
| 3Y | +84.4% | +25.2% | +59.2% | +40.3% |
| All | -19.9% | -4.6% | -15.2% | -25.1% |
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