-26.1%
SNOW vs AXON
+83.1%
-109.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.9% |
| 7D | +5.5% | +0.8% | +4.7% | +4.8% |
| 30D | -13.2% | -22.8% | +9.6% | -2.9% |
| 3M | -13.7% | -48.8% | +35.0% | +18.3% |
| 6M | +91.0% | -16.3% | +107.3% | +97.0% |
| YTD | +32.7% | -44.5% | +77.1% | +65.2% |
| 1Y | +13.3% | -43.4% | +56.7% | +39.3% |
| 3Y | +83.4% | +44.3% | +39.1% | +4.0% |
| All | -26.1% | +83.1% | -109.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling