+32.8%
SNOW vs APA
+315.8%
-283.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.9% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +6.4% | +23.4% | -17.0% | +2.6% |
| 3M | +38.1% | +12.7% | +25.4% | +34.7% |
| 6M | +100.4% | +39.4% | +61.0% | +86.8% |
| YTD | +53.7% | +79.0% | -25.2% | +36.3% |
| 1Y | +52.0% | +88.8% | -36.9% | +32.3% |
| 3Y | +114.7% | +6.4% | +108.3% | +100.8% |
| 5Y | +8.8% | +153.0% | -144.2% | -12.2% |
| All | +32.8% | +315.8% | -283.0% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling