+3.6%
SNOW vs ACN
-44.1%
+47.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | +0.1% |
| 7D | +8.4% | -6.3% | +14.7% | +14.0% |
| 30D | -1.0% | -1.4% | +0.4% | 0.0% |
| 3M | +38.3% | +2.6% | +35.8% | +31.4% |
| 6M | +81.3% | -14.3% | +95.6% | +101.4% |
| YTD | +51.1% | -33.1% | +84.2% | +104.0% |
| 1Y | +47.0% | -28.8% | +75.8% | +85.9% |
| 3Y | +99.7% | -43.0% | +142.7% | +195.0% |
| 5Y | +3.6% | -44.0% | +47.6% | +50.7% |
| All | +3.6% | -44.1% | +47.7% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 5y: compounded portfolio wealth divided by compounded ACN 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…
5y analysis · Full analysis span regression · 6 months rolling