+32.8%
SNOW vs ACGL
+238.4%
-205.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +6.4% | -1.0% | +7.4% | +6.6% |
| 3M | +38.1% | +11.0% | +27.0% | +35.1% |
| 6M | +100.4% | -0.3% | +100.7% | +100.1% |
| YTD | +53.7% | +2.3% | +51.4% | +52.2% |
| 1Y | +52.0% | +6.4% | +45.6% | +48.8% |
| 3Y | +114.7% | +34.0% | +80.7% | +99.3% |
| 5Y | +8.8% | +161.6% | -152.9% | -14.3% |
| All | +32.8% | +238.4% | -205.6% | +2.9% |
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