+8.6%
SNOW vs APH
+472.2%
-463.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | -0.4% |
| 7D | -9.9% | -5.9% | -3.9% | -6.5% |
| 30D | -17.1% | -14.8% | -2.3% | -8.1% |
| 3M | -13.2% | -12.4% | -0.8% | -6.4% |
| 6M | +97.4% | +8.1% | +89.4% | +79.7% |
| YTD | +25.8% | +10.9% | +14.8% | +5.2% |
| 1Y | +4.2% | +8.8% | -4.6% | -12.2% |
| 3Y | +91.3% | +262.1% | -170.7% | -54.5% |
| 5Y | -24.4% | +283.1% | -307.5% | -83.4% |
| All | +8.6% | +472.2% | -463.6% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling