+29.8%
SNOW vs AWK
+9.8%
+20.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -7.5% | -0.7% | -6.8% | -7.4% |
| 30D | -1.3% | +2.8% | -4.1% | -1.8% |
| 3M | +37.4% | +11.3% | +26.1% | +34.8% |
| 6M | +88.1% | +6.7% | +81.3% | +85.6% |
| YTD | +50.3% | +9.4% | +40.9% | +47.4% |
| 1Y | +46.0% | +3.7% | +42.3% | +44.4% |
| 3Y | +98.7% | +9.2% | +89.5% | +86.1% |
| 5Y | +3.5% | -15.7% | +19.2% | +3.4% |
| All | +29.8% | +9.8% | +20.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling