+3.3%
SNOW vs AUR
-35.1%
+38.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -1.0% | -6.4% | +5.4% | +0.2% |
| 3M | +36.9% | +7.7% | +29.2% | +33.4% |
| 6M | +83.4% | +44.5% | +38.9% | +64.8% |
| YTD | +50.0% | +67.4% | -17.5% | +30.1% |
| 1Y | +46.5% | +15.4% | +31.1% | +37.0% |
| 3Y | +93.3% | +94.8% | -1.5% | +29.6% |
| All | +3.3% | -35.1% | +38.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling