+14.6%
SNOW vs APD
+21.2%
-6.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | +3.8% | +1.6% | +4.3% |
| 30D | -13.2% | +8.2% | -21.4% | -15.2% |
| 3M | -13.7% | +4.3% | -18.0% | -15.0% |
| 6M | +91.0% | +4.7% | +86.3% | +87.4% |
| YTD | +32.7% | +31.5% | +1.1% | +18.7% |
| 1Y | +13.3% | +23.5% | -10.3% | +3.5% |
| 3Y | +83.4% | +29.1% | +54.2% | +61.4% |
| 5Y | -24.7% | +15.9% | -40.6% | -38.3% |
| All | +14.6% | +21.2% | -6.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling