+3.5%
SNOW vs AGI
+389.6%
-386.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -7.5% | -5.3% | -2.2% | -6.6% |
| 30D | -1.3% | +6.8% | -8.1% | -2.5% |
| 3M | +37.4% | +8.3% | +29.1% | +35.1% |
| 6M | +88.1% | -29.2% | +117.3% | +97.3% |
| YTD | +50.3% | -7.3% | +57.6% | +49.0% |
| 1Y | +46.0% | +8.0% | +38.0% | +39.9% |
| 3Y | +98.7% | +206.6% | -107.9% | +50.7% |
| 5Y | +3.5% | +398.1% | -394.6% | -29.3% |
| All | +3.5% | +389.6% | -386.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling