+3.6%
SNOW vs AWK
-16.7%
+20.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +8.4% | +0.6% | +7.8% | +8.3% |
| 30D | -1.0% | +4.3% | -5.3% | -1.7% |
| 3M | +38.3% | +12.5% | +25.8% | +35.4% |
| 6M | +81.3% | +3.3% | +78.0% | +80.4% |
| YTD | +51.1% | +9.8% | +41.4% | +48.1% |
| 1Y | +47.0% | +2.9% | +44.1% | +45.9% |
| 3Y | +99.7% | +9.6% | +90.1% | +85.9% |
| 5Y | +3.6% | -16.7% | +20.2% | +5.0% |
| All | +3.6% | -16.7% | +20.3% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling