+32.8%
SNOW vs APTV
-44.7%
+77.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -6.9% |
| 7D | +2.8% | +4.8% | -2.0% | +0.5% |
| 30D | +6.4% | +2.0% | +4.4% | +5.3% |
| 3M | +38.1% | -34.2% | +72.3% | +66.8% |
| 6M | +100.4% | -34.7% | +135.1% | +137.8% |
| YTD | +53.7% | -37.0% | +90.7% | +84.3% |
| 1Y | +52.0% | -40.4% | +92.3% | +87.0% |
| 3Y | +114.7% | -54.1% | +168.8% | +194.1% |
| 5Y | +8.8% | -68.0% | +76.8% | +80.0% |
| All | +32.8% | -44.7% | +77.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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