+16.5%
SNOW vs AG
+21.5%
-5.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.4% | +2.6% |
| 7D | +0.2% | +6.0% | -5.7% | -0.8% |
| 30D | -19.8% | -13.5% | -6.3% | -18.0% |
| 3M | -11.6% | -20.7% | +9.0% | -8.7% |
| 6M | +94.0% | -31.5% | +125.5% | +103.5% |
| YTD | +34.8% | -10.1% | +45.0% | +32.2% |
| 1Y | +10.1% | +26.0% | -15.9% | +1.7% |
| 3Y | +84.4% | +228.9% | -144.5% | +34.7% |
| 5Y | -18.1% | +8.7% | -26.8% | -31.4% |
| All | +16.5% | +21.5% | -5.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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