+17.6%
SNOW vs ACGL
+276.8%
-259.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +10.8% | -1.2% | +12.0% | +11.0% |
| 30D | -16.5% | +12.8% | -29.3% | -18.4% |
| 3M | -10.1% | +12.3% | -22.4% | -12.1% |
| 6M | +96.5% | +15.8% | +80.7% | +90.5% |
| YTD | +36.2% | +13.9% | +22.3% | +32.0% |
| 1Y | +10.7% | +19.0% | -8.3% | +6.2% |
| 3Y | +86.2% | +33.7% | +52.6% | +73.3% |
| 5Y | -22.7% | +173.4% | -196.1% | -40.3% |
| All | +17.6% | +276.8% | -259.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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