+32.1%
SNOW vs ALC
+23.0%
+9.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | +4.9% | -3.7% | +8.6% | +7.2% |
| 30D | +1.5% | -3.7% | +5.3% | +3.6% |
| 3M | +39.5% | +4.6% | +35.0% | +34.9% |
| 6M | +85.9% | -14.6% | +100.5% | +101.1% |
| YTD | +52.9% | -11.9% | +64.8% | +61.9% |
| 1Y | +48.1% | -13.1% | +61.3% | +57.5% |
| 3Y | +102.2% | -15.0% | +117.2% | +105.7% |
| 5Y | +5.5% | -16.2% | +21.7% | +5.7% |
| All | +32.1% | +23.0% | +9.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling