+115.8%
SNOW vs ADVB
-88.3%
+204.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | +2.8% | -3.8% | +6.6% | +2.8% |
| 30D | +6.4% | +17.6% | -11.1% | +6.1% |
| 3M | +38.1% | +119.1% | -81.0% | +33.7% |
| 6M | +100.4% | +103.4% | -3.0% | +92.1% |
| YTD | +53.7% | +59.8% | -6.1% | +48.6% |
| 1Y | +52.0% | +8.5% | +43.4% | +46.9% |
| All | +115.8% | -88.3% | +204.2% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling