+32.8%
SNOW vs ALC
+25.5%
+7.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.2% |
| 7D | +2.8% | -2.1% | +4.9% | +4.1% |
| 30D | +6.4% | -0.1% | +6.5% | +6.4% |
| 3M | +38.1% | +5.9% | +32.2% | +32.6% |
| 6M | +100.4% | -15.9% | +116.3% | +119.0% |
| YTD | +53.7% | -10.1% | +63.8% | +60.9% |
| 1Y | +52.0% | -10.2% | +62.2% | +58.4% |
| 3Y | +114.7% | -13.6% | +128.2% | +116.5% |
| 5Y | +8.8% | -15.1% | +23.9% | +8.1% |
| All | +32.8% | +25.5% | +7.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling