+10.1%
SNOW vs ALC
+0.5%
+9.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +0.2% | +2.3% | -2.1% | 0.0% |
| 30D | -19.8% | +15.5% | -35.3% | -21.6% |
| 3M | -11.6% | +0.6% | -12.2% | -11.4% |
| 6M | +94.0% | +18.4% | +75.6% | +87.3% |
| YTD | +34.8% | -5.6% | +40.4% | +39.4% |
| 1Y | +10.1% | 0.0% | +10.1% | +9.7% |
| All | +10.1% | +0.5% | +9.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling