+32.8%
SNOW vs ALM
+1,294.4%
-1,261.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.3% |
| 7D | +2.8% | -2.6% | +5.4% | +3.0% |
| 30D | +6.4% | +32.0% | -25.6% | +4.6% |
| 3M | +38.1% | -15.0% | +53.1% | +38.5% |
| 6M | +100.4% | -10.1% | +110.5% | +98.8% |
| YTD | +53.7% | +99.4% | -45.7% | +44.6% |
| 1Y | +52.0% | +316.4% | -264.4% | +35.2% |
| 3Y | +114.7% | +2,022.0% | -1,907.3% | +65.4% |
| 5Y | +8.8% | +941.2% | -932.4% | -13.8% |
| All | +32.8% | +1,294.4% | -1,261.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling