+32.8%
SNOW vs ARWR
+115.6%
-82.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | +6.4% | -0.7% | +7.1% | +6.5% |
| 3M | +38.1% | +14.9% | +23.2% | +31.7% |
| 6M | +100.4% | +32.6% | +67.8% | +81.3% |
| YTD | +53.7% | +30.0% | +23.7% | +38.9% |
| 1Y | +52.0% | +208.4% | -156.4% | +4.1% |
| 3Y | +114.7% | +208.8% | -94.1% | +25.5% |
| 5Y | +8.8% | +27.8% | -19.0% | -17.3% |
| All | +32.8% | +115.6% | -82.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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