+52.0%
SNOW vs ALM
+318.3%
-266.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.3% |
| 7D | +2.8% | -2.6% | +5.4% | +2.9% |
| 30D | +6.4% | +32.0% | -25.6% | +5.1% |
| 3M | +38.1% | -15.0% | +53.1% | +38.4% |
| 6M | +100.4% | -10.1% | +110.5% | +97.9% |
| YTD | +53.7% | +99.4% | -45.7% | +45.1% |
| 1Y | +52.0% | +316.4% | -264.4% | +41.1% |
| All | +52.0% | +318.3% | -266.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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