+86.2%
SNOW vs ADP
+43.3%
+42.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.8% |
| 7D | +0.2% | +1.1% | -0.9% | -0.8% |
| 30D | -21.1% | +11.5% | -32.6% | -28.0% |
| 3M | -11.9% | +12.0% | -23.9% | -20.1% |
| 6M | +91.0% | +43.8% | +47.2% | +39.7% |
| YTD | +32.7% | +20.1% | +12.7% | +9.9% |
| 1Y | +10.8% | +22.3% | -11.5% | -9.5% |
| 3Y | +86.2% | +43.3% | +42.9% | +42.4% |
| All | +86.2% | +43.3% | +42.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling