+16.5%
SNOW vs ADP
+153.1%
-136.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | +0.2% | +3.2% | -2.9% | -2.4% |
| 30D | -19.8% | +12.8% | -32.6% | -28.2% |
| 3M | -11.6% | +12.3% | -24.0% | -20.8% |
| 6M | +94.0% | +45.4% | +48.6% | +38.4% |
| YTD | +34.8% | +21.4% | +13.4% | +12.1% |
| 1Y | +10.1% | +23.7% | -13.6% | -10.0% |
| 3Y | +84.4% | +43.6% | +40.8% | +30.4% |
| 5Y | -18.1% | +48.7% | -66.8% | -44.4% |
| All | +16.5% | +153.1% | -136.6% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling