+32.8%
SNOW vs ALK
-0.2%
+33.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -7.0% | -5.9% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +6.4% | -19.2% | +25.7% | +13.0% |
| 3M | +38.1% | -1.5% | +39.6% | +36.7% |
| 6M | +100.4% | -13.1% | +113.4% | +103.1% |
| YTD | +53.7% | -16.4% | +70.1% | +56.9% |
| 1Y | +52.0% | -33.1% | +85.0% | +66.4% |
| 3Y | +114.7% | +0.6% | +114.0% | +88.2% |
| 5Y | +8.8% | -26.4% | +35.2% | +2.4% |
| All | +32.8% | -0.2% | +33.0% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling