+16.5%
SNOW vs ACM
+90.8%
-74.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +0.2% | +6.6% | -6.4% | -3.0% |
| 30D | -19.8% | +19.8% | -39.6% | -27.3% |
| 3M | -11.6% | -3.1% | -8.5% | -11.0% |
| 6M | +94.0% | -11.5% | +105.5% | +103.0% |
| YTD | +34.8% | -24.7% | +59.5% | +54.5% |
| 1Y | +10.1% | -45.1% | +55.2% | +52.5% |
| 3Y | +84.4% | -8.9% | +93.3% | +85.3% |
| 5Y | -18.1% | +5.4% | -23.5% | -23.8% |
| All | +16.5% | +90.8% | -74.4% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling