+13.7%
SNOW vs AFRM
-20.4%
+34.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.6% |
| 7D | +2.8% | -7.0% | +9.8% | +4.8% |
| 30D | +6.4% | -7.8% | +14.2% | +8.6% |
| 3M | +38.1% | +5.3% | +32.8% | +34.7% |
| 6M | +100.4% | +42.6% | +57.7% | +78.6% |
| YTD | +53.7% | -2.8% | +56.5% | +52.3% |
| 1Y | +52.0% | -19.3% | +71.3% | +56.6% |
| 3Y | +114.7% | +231.0% | -116.3% | +23.9% |
| 5Y | +8.8% | -22.2% | +31.0% | -28.9% |
| All | +13.7% | -20.4% | +34.1% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling