+16.5%
SNOW vs ARWR
+22.3%
-5.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +0.2% | -17.7% | +17.9% | +4.7% |
| 30D | -19.8% | -21.9% | +2.1% | -15.1% |
| 3M | -11.6% | -44.5% | +32.9% | +1.6% |
| 6M | +94.0% | -32.6% | +126.6% | +108.7% |
| YTD | +34.8% | -26.2% | +61.0% | +39.5% |
| 1Y | +10.1% | +23.0% | -12.8% | -3.4% |
| 3Y | +84.4% | +81.8% | +2.6% | +22.6% |
| 5Y | -18.1% | -36.0% | +17.9% | -26.0% |
| All | +16.5% | +22.3% | -5.9% | -9.1% |
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