+32.1%
SNOW vs AU
+322.8%
-290.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.5% | +12.8% | -11.3% | -0.1% |
| 3M | +39.5% | +28.5% | +11.1% | +34.8% |
| 6M | +85.9% | +4.8% | +81.1% | +82.6% |
| YTD | +52.9% | +31.0% | +22.0% | +45.1% |
| 1Y | +48.1% | +81.4% | -33.3% | +34.1% |
| 3Y | +102.2% | +618.4% | -516.3% | +47.6% |
| 5Y | +5.5% | +686.3% | -680.8% | -26.8% |
| All | +32.1% | +322.8% | -290.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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