+32.8%
SNOW vs ALLY
+111.2%
-78.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +2.8% | +3.7% | -0.9% | +1.1% |
| 30D | +6.4% | -2.3% | +8.7% | +7.6% |
| 3M | +38.1% | +3.8% | +34.3% | +35.1% |
| 6M | +100.4% | +9.7% | +90.7% | +89.0% |
| YTD | +53.7% | -1.4% | +55.1% | +53.0% |
| 1Y | +52.0% | +8.2% | +43.7% | +42.9% |
| 3Y | +114.7% | +66.5% | +48.2% | +53.7% |
| 5Y | +8.8% | +1.2% | +7.6% | -4.7% |
| All | +32.8% | +111.2% | -78.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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