+76.6%
SNOW vs ADVB
-97.5%
+174.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +2.3% |
| 7D | -9.9% | -13.9% | +4.0% | -9.7% |
| 30D | -17.1% | -68.1% | +51.0% | -16.1% |
| 3M | -13.2% | -73.4% | +60.1% | -12.2% |
| 6M | +97.4% | -70.8% | +168.2% | +95.9% |
| YTD | +25.8% | -66.1% | +91.9% | +23.5% |
| 1Y | +4.2% | -77.5% | +81.7% | +3.2% |
| All | +76.6% | -97.5% | +174.1% | +100.0% |
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