+110.9%
SNOW vs ACM
-19.2%
+130.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +2.8% | -3.7% | +6.5% | +4.8% |
| 30D | +6.4% | -11.1% | +17.5% | +12.3% |
| 3M | +38.1% | -8.0% | +46.1% | +42.2% |
| 6M | +100.4% | -29.7% | +130.0% | +142.0% |
| YTD | +53.7% | -29.4% | +83.1% | +83.8% |
| 1Y | +52.0% | -46.4% | +98.4% | +117.1% |
| All | +110.9% | -19.2% | +130.1% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling