+32.8%
SNOW vs AIG
+203.2%
-170.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | +6.4% | -4.9% | +11.3% | +8.1% |
| 3M | +38.1% | +4.5% | +33.6% | +35.8% |
| 6M | +100.4% | -1.4% | +101.8% | +100.3% |
| YTD | +53.7% | -9.8% | +63.5% | +57.7% |
| 1Y | +52.0% | -4.5% | +56.5% | +51.9% |
| 3Y | +114.7% | +37.4% | +77.2% | +87.8% |
| 5Y | +8.8% | +55.0% | -46.2% | -8.0% |
| All | +32.8% | +203.2% | -170.4% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling