+110.9%
SNOW vs ALB
-29.2%
+140.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -4.6% |
| 7D | +2.8% | -8.1% | +10.9% | +4.2% |
| 30D | +6.4% | +6.3% | +0.2% | +5.0% |
| 3M | +38.1% | -23.6% | +61.7% | +44.2% |
| 6M | +100.4% | -24.6% | +125.0% | +107.2% |
| YTD | +53.7% | -10.3% | +64.0% | +52.0% |
| 1Y | +52.0% | +61.5% | -9.5% | +30.9% |
| All | +110.9% | -29.2% | +140.1% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling