+84.4%
SNOW vs APA
+37.8%
+46.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | +0.2% | -5.5% | +5.8% | +0.9% |
| 30D | -19.8% | -1.2% | -18.7% | -19.8% |
| 3M | -11.6% | +10.6% | -22.2% | -12.9% |
| 6M | +94.0% | +28.4% | +65.6% | +87.2% |
| YTD | +34.8% | +89.7% | -54.9% | +20.8% |
| 1Y | +10.1% | +90.6% | -80.4% | -1.6% |
| 3Y | +84.4% | +36.9% | +47.5% | +63.2% |
| All | +84.4% | +37.8% | +46.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling