+30.5%
SNOW vs ADM
+115.1%
-84.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | +8.4% | +1.4% | +7.0% | +8.3% |
| 30D | -1.0% | +8.2% | -9.2% | -1.4% |
| 3M | +38.3% | +8.7% | +29.6% | +37.6% |
| 6M | +81.3% | +29.1% | +52.2% | +78.6% |
| YTD | +51.1% | +53.7% | -2.5% | +47.5% |
| 1Y | +47.0% | +43.2% | +3.7% | +43.9% |
| 3Y | +99.7% | +21.4% | +78.3% | +99.2% |
| 5Y | +3.6% | +67.1% | -63.5% | -4.5% |
| All | +30.5% | +115.1% | -84.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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