+32.8%
SNOW vs ADM
+110.3%
-77.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +2.8% | +3.8% | -1.0% | +2.6% |
| 30D | +6.4% | +9.8% | -3.3% | +5.9% |
| 3M | +38.1% | +2.1% | +36.0% | +37.8% |
| 6M | +100.4% | +27.5% | +72.9% | +97.4% |
| YTD | +53.7% | +50.2% | +3.5% | +50.2% |
| 1Y | +52.0% | +40.6% | +11.4% | +48.9% |
| 3Y | +114.7% | +17.2% | +97.4% | +114.7% |
| 5Y | +8.8% | +61.9% | -53.1% | +0.6% |
| All | +32.8% | +110.3% | -77.5% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling