+32.8%
SNOW vs APH
+534.1%
-501.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.0% |
| 7D | +2.8% | +5.0% | -2.2% | -0.4% |
| 30D | +6.4% | -3.9% | +10.3% | +8.9% |
| 3M | +38.1% | +13.0% | +25.1% | +23.8% |
| 6M | +100.4% | +25.2% | +75.2% | +63.2% |
| YTD | +53.7% | +22.9% | +30.8% | +21.1% |
| 1Y | +52.0% | +47.8% | +4.1% | -0.2% |
| 3Y | +114.7% | +283.0% | -168.4% | -49.4% |
| 5Y | +8.8% | +349.7% | -340.9% | -78.4% |
| All | +32.8% | +534.1% | -501.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling