+13.3%
SNOW vs AWK
+19.4%
-6.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -2.0% |
| 7D | +5.5% | +0.1% | +5.3% | +5.6% |
| 30D | -13.2% | +14.3% | -27.4% | -8.7% |
| 3M | -13.7% | +10.3% | -24.0% | -10.1% |
| 6M | +91.0% | +18.9% | +72.0% | +107.4% |
| YTD | +32.7% | +17.7% | +14.9% | +44.8% |
| 1Y | +13.3% | +16.9% | -3.6% | +22.9% |
| All | +13.3% | +19.4% | -6.2% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling