+32.8%
SNOW vs ACM
+79.0%
-46.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +2.8% | -3.7% | +6.5% | +4.9% |
| 30D | +6.4% | -11.1% | +17.5% | +12.5% |
| 3M | +38.1% | -8.0% | +46.1% | +42.3% |
| 6M | +100.4% | -29.7% | +130.0% | +140.6% |
| YTD | +53.7% | -29.4% | +83.1% | +82.9% |
| 1Y | +52.0% | -46.4% | +98.4% | +112.9% |
| 3Y | +114.7% | -22.3% | +137.0% | +136.5% |
| 5Y | +8.8% | +4.5% | +4.3% | +4.1% |
| All | +32.8% | +79.0% | -46.2% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling