+110.9%
SNOW vs AFRM
+235.6%
-124.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.8% |
| 7D | +2.8% | -7.0% | +9.8% | +4.6% |
| 30D | +6.4% | -7.8% | +14.2% | +8.3% |
| 3M | +38.1% | +5.3% | +32.8% | +35.3% |
| 6M | +100.4% | +42.6% | +57.7% | +82.4% |
| YTD | +53.7% | -2.8% | +56.5% | +52.1% |
| 1Y | +52.0% | -19.3% | +71.3% | +55.2% |
| All | +110.9% | +235.6% | -124.6% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling