+8.6%
SNOW vs ACGL
+270.0%
-261.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +2.8% |
| 7D | -9.9% | +0.9% | -10.7% | -10.1% |
| 30D | -17.1% | +13.7% | -30.8% | -19.2% |
| 3M | -13.2% | +8.0% | -21.3% | -14.6% |
| 6M | +97.4% | +13.3% | +84.1% | +92.1% |
| YTD | +25.8% | +11.8% | +13.9% | +22.2% |
| 1Y | +4.2% | +22.2% | -18.0% | -0.8% |
| 3Y | +91.3% | +32.5% | +58.8% | +78.2% |
| 5Y | -24.4% | +160.2% | -184.6% | -41.4% |
| All | +8.6% | +270.0% | -261.4% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling