+71.0%
SNOW vs AUR
-35.0%
+106.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +8.4% | +11.1% | -2.7% | +6.0% |
| 30D | -1.0% | -6.9% | +5.9% | +0.4% |
| 3M | +38.3% | +5.5% | +32.8% | +35.4% |
| 6M | +81.3% | +41.0% | +40.3% | +63.9% |
| YTD | +51.1% | +69.3% | -18.2% | +30.8% |
| 1Y | +47.0% | +14.0% | +32.9% | +37.8% |
| 3Y | +99.7% | +90.1% | +9.7% | +35.0% |
| 5Y | +3.6% | -34.4% | +38.0% | -24.9% |
| All | +71.0% | -35.0% | +106.0% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling