+93.8%
SNOW vs AFL
+62.4%
+31.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -7.5% | -3.3% | -4.2% | -7.1% |
| 30D | -1.3% | -5.0% | +3.7% | -0.7% |
| 3M | +37.4% | -1.8% | +39.2% | +37.4% |
| 6M | +88.1% | +4.8% | +83.2% | +85.5% |
| YTD | +50.3% | +5.4% | +44.9% | +47.7% |
| 1Y | +46.0% | +9.0% | +37.0% | +41.9% |
| All | +93.8% | +62.4% | +31.4% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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