+32.8%
SNOW vs ACN
-14.9%
+47.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -3.1% |
| 7D | +2.8% | -1.5% | +4.3% | +4.3% |
| 30D | +6.4% | +9.4% | -2.9% | 0.0% |
| 3M | +38.1% | +5.6% | +32.4% | +29.1% |
| 6M | +100.4% | -9.3% | +109.6% | +112.7% |
| YTD | +53.7% | -29.0% | +82.7% | +95.9% |
| 1Y | +52.0% | -24.7% | +76.6% | +82.8% |
| 3Y | +114.7% | -39.8% | +154.5% | +201.3% |
| 5Y | +8.8% | -40.9% | +49.7% | +52.3% |
| All | +32.8% | -14.9% | +47.7% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling