-25.6%
SNOW vs APD
+11.0%
-36.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | -9.9% | -3.7% | -6.2% | -8.8% |
| 30D | -17.1% | +9.6% | -26.7% | -19.7% |
| 3M | -13.2% | +1.6% | -14.9% | -14.0% |
| 6M | +97.4% | +2.2% | +95.3% | +94.5% |
| YTD | +25.8% | +25.9% | -0.1% | +12.7% |
| 1Y | +4.2% | +20.1% | -15.9% | -5.1% |
| 3Y | +91.3% | +12.4% | +78.9% | +74.7% |
| All | -25.6% | +11.0% | -36.5% | -43.6% |
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 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