+3.3%
SNOW vs AFL
+133.8%
-130.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -1.0% | -4.0% | +3.0% | +0.2% |
| 3M | +36.9% | -0.5% | +37.4% | +36.6% |
| 6M | +83.4% | +6.5% | +76.8% | +78.6% |
| YTD | +50.0% | +6.2% | +43.8% | +45.7% |
| 1Y | +46.5% | +8.3% | +38.2% | +40.9% |
| 3Y | +93.3% | +62.5% | +30.8% | +54.5% |
| All | +3.3% | +133.8% | -130.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling