+91.3%
SNOW vs ALK
+16.0%
+75.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | -9.9% | +9.0% | -18.9% | -11.5% |
| 30D | -17.1% | -1.6% | -15.5% | -17.0% |
| 3M | -13.2% | -23.2% | +9.9% | -9.1% |
| 6M | +97.4% | -3.9% | +101.3% | +96.2% |
| YTD | +25.8% | -22.6% | +48.4% | +29.9% |
| 1Y | +4.2% | -5.3% | +9.5% | +1.4% |
| 3Y | +91.3% | +18.6% | +72.7% | +71.0% |
| All | +91.3% | +16.0% | +75.4% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling