+89.3%
SNOW vs ADVB
-97.4%
+186.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.5% |
| 7D | +0.2% | -4.1% | +4.3% | +0.3% |
| 30D | -19.8% | -60.3% | +40.4% | -19.0% |
| 3M | -11.6% | -73.3% | +61.7% | -10.5% |
| 6M | +94.0% | -65.9% | +159.9% | +91.9% |
| YTD | +34.8% | -63.9% | +98.7% | +32.3% |
| 1Y | +10.1% | -74.1% | +84.3% | +8.8% |
| All | +89.3% | -97.4% | +186.7% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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