+32.1%
SNOW vs AFL
+259.7%
-227.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | +4.9% | -0.7% | +5.7% | +5.1% |
| 30D | +1.5% | -7.1% | +8.6% | +2.9% |
| 3M | +39.5% | +0.4% | +39.1% | +39.1% |
| 6M | +85.9% | +4.5% | +81.4% | +83.4% |
| YTD | +52.9% | +6.1% | +46.9% | +50.1% |
| 1Y | +48.1% | +10.6% | +37.6% | +43.6% |
| 3Y | +102.2% | +64.0% | +38.1% | +77.9% |
| 5Y | +5.5% | +133.7% | -128.3% | -14.9% |
| All | +32.1% | +259.7% | -227.6% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling