+10.7%
SNOW vs ALK
-7.4%
+18.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.5% |
| 7D | +10.8% | +0.9% | +9.9% | +10.8% |
| 30D | -16.5% | +3.3% | -19.8% | -16.5% |
| 3M | -10.1% | -17.6% | +7.5% | -9.0% |
| 6M | +96.5% | +0.8% | +95.7% | +97.4% |
| YTD | +36.2% | -22.4% | +58.5% | +38.9% |
| 1Y | +10.7% | -10.1% | +20.8% | +14.6% |
| All | +10.7% | -7.4% | +18.1% | +14.6% |
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