+30.5%
SNOW vs ACM
+72.1%
-41.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.4% |
| 7D | +8.4% | -3.7% | +12.1% | +10.6% |
| 30D | -1.0% | -12.7% | +11.7% | +5.7% |
| 3M | +38.3% | -9.8% | +48.1% | +43.9% |
| 6M | +81.3% | -31.4% | +112.7% | +120.5% |
| YTD | +51.1% | -32.1% | +83.2% | +83.6% |
| 1Y | +47.0% | -47.8% | +94.8% | +108.5% |
| 3Y | +99.7% | -22.1% | +121.8% | +119.2% |
| 5Y | +3.6% | +1.8% | +1.8% | +1.2% |
| All | +30.5% | +72.1% | -41.5% | +28.4% |
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 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