+9.5%
SNOW vs ALK
-1.1%
+10.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -1.8% |
| 7D | -14.5% | +12.4% | -26.9% | -14.9% |
| 30D | -14.3% | +2.1% | -16.3% | -14.2% |
| 3M | -8.3% | -23.9% | +15.6% | -6.9% |
| 6M | +101.5% | +8.2% | +93.3% | +101.8% |
| YTD | +32.5% | -20.5% | +53.0% | +34.8% |
| 1Y | +9.5% | -1.0% | +10.5% | +10.7% |
| All | +9.5% | -1.1% | +10.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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