+94.8%
SNOW vs AIG
+33.4%
+61.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +8.4% | -1.4% | +9.8% | +8.8% |
| 30D | -1.0% | -3.3% | +2.4% | -0.1% |
| 3M | +38.3% | +2.2% | +36.1% | +37.2% |
| 6M | +81.3% | -2.1% | +83.4% | +81.4% |
| YTD | +51.1% | -11.2% | +62.3% | +56.1% |
| 1Y | +47.0% | -2.1% | +49.1% | +44.6% |
| All | +94.8% | +33.4% | +61.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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