+40.5%
SNOW vs APLD
+281.1%
-240.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.5% | +1.2% |
| 7D | +3.7% | +7.8% | -4.2% | +3.0% |
| 30D | -16.4% | -23.0% | +6.6% | -14.8% |
| 3M | -9.9% | -39.7% | +29.8% | -6.6% |
| 6M | +98.8% | -59.8% | +158.7% | +110.5% |
| YTD | +37.3% | -27.0% | +64.3% | +36.2% |
| 1Y | +11.0% | -37.3% | +48.4% | +10.8% |
| 3Y | +87.8% | +281.9% | -194.1% | +46.4% |
| All | +40.5% | +281.1% | -240.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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