+7.9%
SNOW vs APD
+27.6%
-19.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | +2.8% | -2.2% | +5.0% | +3.5% |
| 30D | +6.4% | +2.1% | +4.3% | +5.5% |
| 3M | +38.1% | +7.2% | +30.9% | +34.2% |
| 6M | +100.4% | +11.2% | +89.1% | +90.5% |
| YTD | +53.7% | +24.4% | +29.3% | +38.4% |
| 1Y | +52.0% | +6.7% | +45.3% | +45.8% |
| 3Y | +114.7% | +9.2% | +105.4% | +99.6% |
| All | +7.9% | +27.6% | -19.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling