+48.7%
SNOW vs ALB
+74.6%
-25.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +4.9% | -4.4% | +9.3% | +5.3% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +39.5% | -13.3% | +52.8% | +41.0% |
| 6M | +85.9% | -19.8% | +105.7% | +85.5% |
| YTD | +52.9% | -7.9% | +60.9% | +45.7% |
| All | +48.7% | +74.6% | -25.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling