+30.5%
SNOW vs APH
+523.0%
-492.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +8.4% | +1.6% | +6.8% | +7.4% |
| 30D | -1.0% | -3.0% | +2.0% | +0.8% |
| 3M | +38.3% | +5.7% | +32.6% | +30.6% |
| 6M | +81.3% | +20.0% | +61.3% | +52.4% |
| YTD | +51.1% | +20.8% | +30.3% | +20.5% |
| 1Y | +47.0% | +40.2% | +6.7% | +1.2% |
| 3Y | +99.7% | +288.1% | -188.4% | -53.9% |
| 5Y | +3.6% | +352.5% | -348.9% | -79.6% |
| All | +30.5% | +523.0% | -492.5% | -80.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling