+32.8%
SNOW vs APH
+208.9%
-176.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -47.8% | +49.5% | +24.0% |
| 7D | +2.5% | -48.7% | +51.2% | +26.4% |
| 30D | +6.4% | -51.9% | +58.4% | +36.6% |
| 3M | +38.1% | -43.6% | +81.6% | +55.4% |
| 6M | +100.4% | -37.5% | +137.9% | +105.0% |
| YTD | +53.7% | -38.6% | +92.3% | +52.1% |
| 1Y | +52.0% | -26.3% | +78.3% | +25.5% |
| 3Y | +114.7% | +89.2% | +25.5% | -35.8% |
| 5Y | +8.8% | +119.8% | -111.0% | -72.3% |
| All | +32.8% | +208.9% | -176.1% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling