+102.2%
SNOW vs AWK
+9.6%
+92.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.9% | +2.2% | +2.7% | +5.4% |
| 30D | +1.5% | +4.4% | -2.9% | +2.5% |
| 3M | +39.5% | +15.4% | +24.2% | +44.2% |
| 6M | +85.9% | +3.5% | +82.4% | +88.9% |
| YTD | +52.9% | +9.8% | +43.1% | +57.4% |
| 1Y | +48.1% | +3.0% | +45.1% | +51.3% |
| 3Y | +102.2% | +9.7% | +92.5% | +108.9% |
| All | +102.2% | +9.6% | +92.6% | +108.9% |
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 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