+86.3%
SNOW vs ADVB
-96.8%
+183.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.6% | +21.0% | -2.2% |
| 7D | +5.5% | +27.8% | -22.3% | +4.9% |
| 30D | -13.2% | -50.8% | +37.6% | -12.7% |
| 3M | -13.7% | -70.5% | +56.8% | -13.0% |
| 6M | +91.0% | -46.7% | +137.7% | +86.8% |
| YTD | +32.7% | -56.7% | +89.3% | +29.6% |
| 1Y | +13.3% | -71.8% | +85.0% | +11.6% |
| All | +86.3% | -96.8% | +183.1% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling