+35.7%
SNOW vs APLD
+239.8%
-204.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -2.1% |
| 7D | +5.5% | +2.7% | +2.8% | +5.2% |
| 30D | -13.2% | -21.4% | +8.3% | -11.6% |
| 3M | -13.7% | -47.8% | +34.1% | -9.5% |
| 6M | +91.0% | -64.9% | +155.9% | +104.5% |
| YTD | +32.7% | -34.9% | +67.5% | +32.8% |
| 1Y | +13.3% | -30.7% | +44.0% | +12.2% |
| 3Y | +83.4% | +305.3% | -222.0% | +42.7% |
| All | +35.7% | +239.8% | -204.1% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling