-7.0%
SNOW vs AFRM
-25.1%
+18.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.0% |
| 7D | -9.9% | -7.3% | -2.6% | -7.9% |
| 30D | -17.1% | -9.6% | -7.6% | -14.7% |
| 3M | -13.2% | -11.1% | -2.2% | -10.9% |
| 6M | +97.4% | +3.9% | +93.6% | +92.7% |
| YTD | +25.8% | -8.5% | +34.3% | +26.3% |
| 1Y | +4.2% | +3.3% | +1.0% | +0.3% |
| 3Y | +91.3% | +213.7% | -122.4% | +13.5% |
| 5Y | -24.4% | -58.5% | +34.2% | -45.6% |
| All | -7.0% | -25.1% | +18.1% | -40.0% |
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