+29.6%
SNOW vs AZO
+130.0%
-100.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.4% | -3.6% | +1.1% | -1.7% |
| 30D | -1.0% | -5.6% | +4.6% | +0.1% |
| 3M | +36.9% | -6.6% | +43.5% | +38.3% |
| 6M | +83.4% | -22.5% | +105.9% | +92.0% |
| YTD | +50.0% | -15.2% | +65.2% | +53.8% |
| 1Y | +46.5% | -33.9% | +80.5% | +58.9% |
| 3Y | +93.3% | +11.8% | +81.5% | +77.7% |
| 5Y | +3.3% | +85.5% | -82.2% | -16.0% |
| All | +29.6% | +130.0% | -100.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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