+91.3%
SNOW vs APLD
+185.8%
-94.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.7% | -7.4% | +1.4% |
| 7D | -9.9% | -12.7% | +2.8% | -8.8% |
| 30D | -17.1% | -34.7% | +17.6% | -14.1% |
| 3M | -13.2% | -46.1% | +32.9% | -8.9% |
| 6M | +97.4% | -64.9% | +162.3% | +112.4% |
| YTD | +25.8% | -36.6% | +62.3% | +26.0% |
| 1Y | +4.2% | -50.0% | +54.2% | +5.8% |
| 3Y | +91.3% | +190.1% | -98.8% | +51.0% |
| All | +91.3% | +185.8% | -94.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling