+52.0%
SNOW vs ACM
-45.8%
+97.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +2.8% | -3.7% | +6.5% | +3.9% |
| 30D | +6.4% | -11.1% | +17.5% | +10.0% |
| 3M | +38.1% | -8.0% | +46.1% | +40.8% |
| 6M | +100.4% | -29.7% | +130.0% | +127.3% |
| YTD | +53.7% | -29.4% | +83.1% | +74.6% |
| 1Y | +52.0% | -46.4% | +98.4% | +89.4% |
| All | +52.0% | -45.8% | +97.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling