+32.8%
SNOW vs ALLE
+67.0%
-34.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +6.4% | -6.8% | +13.2% | +10.4% |
| 3M | +38.1% | +21.0% | +17.1% | +23.0% |
| 6M | +100.4% | +1.1% | +99.3% | +96.4% |
| YTD | +53.7% | -0.5% | +54.2% | +50.9% |
| 1Y | +52.0% | -7.3% | +59.2% | +55.4% |
| 3Y | +114.7% | +42.3% | +72.4% | +61.1% |
| 5Y | +8.8% | +13.5% | -4.7% | -20.8% |
| All | +32.8% | +67.0% | -34.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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