+17.6%
SNOW vs ADM
+76.4%
-58.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +10.8% | +0.7% | +10.1% | +10.8% |
| 30D | -16.5% | -14.7% | -1.8% | -16.1% |
| 3M | -10.1% | -10.4% | +0.3% | -9.9% |
| 6M | +96.5% | -10.9% | +107.5% | +96.9% |
| YTD | +36.2% | +26.0% | +10.2% | +33.8% |
| 1Y | +10.7% | +26.5% | -15.8% | +8.8% |
| 3Y | +86.2% | +8.2% | +78.0% | +84.5% |
| 5Y | -22.7% | +24.0% | -46.7% | -25.8% |
| All | +17.6% | +76.4% | -58.8% | -5.1% |
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