+1.6%
SNOW vs AFRM
-25.4%
+26.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.0% |
| 7D | +3.7% | -10.3% | +13.9% | +7.0% |
| 30D | -16.4% | -13.7% | -2.7% | -12.9% |
| 3M | -9.9% | -11.6% | +1.7% | -7.3% |
| 6M | +98.8% | +2.1% | +96.7% | +95.0% |
| YTD | +37.3% | -8.9% | +46.2% | +38.0% |
| 1Y | +11.0% | -9.7% | +20.8% | +11.4% |
| 3Y | +87.8% | +202.5% | -114.7% | +13.5% |
| 5Y | -18.4% | -55.3% | +36.9% | -41.7% |
| All | +1.6% | -25.4% | +26.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling