+5.5%
SNOW vs ADM
+64.4%
-59.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +1.5% | +11.0% | -9.5% | +1.3% |
| 3M | +39.5% | +6.0% | +33.5% | +39.3% |
| 6M | +85.9% | +26.9% | +59.0% | +85.0% |
| YTD | +52.9% | +50.0% | +2.9% | +52.0% |
| 1Y | +48.1% | +39.6% | +8.5% | +47.4% |
| 3Y | +102.2% | +18.5% | +83.6% | +103.5% |
| 5Y | +5.5% | +62.6% | -57.1% | +8.0% |
| All | +5.5% | +64.4% | -59.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling