+88.2%
SNOW vs AWK
+28.9%
+59.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.3% |
| 7D | +10.8% | -3.2% | +14.0% | +9.7% |
| 30D | -16.5% | +13.5% | -30.0% | -13.1% |
| 3M | -10.1% | +9.4% | -19.5% | -7.3% |
| 6M | +96.5% | +16.4% | +80.2% | +107.6% |
| YTD | +36.2% | +15.4% | +20.7% | +44.1% |
| 1Y | +10.7% | +16.8% | -6.1% | +17.7% |
| All | +88.2% | +28.9% | +59.3% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling