+46.0%
SNOW vs ADM
+44.2%
+1.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -7.5% | +3.0% | -10.5% | -7.3% |
| 30D | -1.3% | +8.7% | -10.0% | -0.9% |
| 3M | +37.4% | +7.6% | +29.8% | +37.8% |
| 6M | +88.1% | +26.9% | +61.2% | +89.3% |
| YTD | +50.3% | +54.3% | -4.0% | +56.6% |
| 1Y | +46.0% | +45.7% | +0.3% | +50.8% |
| All | +46.0% | +44.2% | +1.8% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling