+9.5%
SNOW vs ADP
+20.3%
-10.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -3.2% |
| 7D | -14.5% | +6.4% | -20.9% | -18.4% |
| 30D | -14.3% | +16.6% | -30.9% | -25.2% |
| 3M | -8.3% | +12.9% | -21.1% | -17.8% |
| 6M | +101.5% | +45.7% | +55.9% | +37.2% |
| YTD | +32.5% | +20.6% | +11.8% | +0.9% |
| 1Y | +9.5% | +20.5% | -11.0% | -17.4% |
| All | +9.5% | +20.3% | -10.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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