-22.7%
SNOW vs AWK
-4.3%
-18.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +10.8% | -3.2% | +14.0% | +11.3% |
| 30D | -16.5% | +13.5% | -30.0% | -18.3% |
| 3M | -10.1% | +9.4% | -19.5% | -11.5% |
| 6M | +96.5% | +16.4% | +80.2% | +91.2% |
| YTD | +36.2% | +15.4% | +20.7% | +32.3% |
| 1Y | +10.7% | +16.8% | -6.1% | +7.1% |
| 3Y | +86.2% | +28.6% | +57.7% | +58.7% |
| 5Y | -22.7% | -4.1% | -18.7% | -22.4% |
| All | -22.7% | -4.3% | -18.5% | -22.4% |
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