+32.1%
SNOW vs AXON
+494.6%
-462.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.5% |
| 7D | +4.9% | -2.5% | +7.4% | +6.6% |
| 30D | +1.5% | -11.5% | +13.0% | +7.2% |
| 3M | +39.5% | +7.3% | +32.2% | +30.1% |
| 6M | +85.9% | -11.9% | +97.8% | +90.1% |
| YTD | +52.9% | -11.0% | +63.9% | +53.9% |
| 1Y | +48.1% | -31.8% | +79.9% | +66.6% |
| 3Y | +102.2% | +135.4% | -33.2% | +3.2% |
| 5Y | +5.5% | +176.9% | -171.4% | -59.4% |
| All | +32.1% | +494.6% | -462.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling