+8.6%
SNOW vs AR
+1,166.0%
-1,157.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -9.9% | -14.3% | +4.4% | -7.4% |
| 30D | -17.1% | +1.4% | -18.5% | -17.4% |
| 3M | -13.2% | +3.4% | -16.6% | -14.2% |
| 6M | +97.4% | -2.1% | +99.5% | +97.1% |
| YTD | +25.8% | +4.7% | +21.1% | +23.6% |
| 1Y | +4.2% | +10.6% | -6.4% | +1.1% |
| 3Y | +91.3% | +24.6% | +66.7% | +79.4% |
| 5Y | -24.4% | +71.9% | -96.3% | -34.3% |
| All | +8.6% | +1,166.0% | -1,157.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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