+93.3%
SNOW vs AZO
+10.0%
+83.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.4% | -3.6% | +1.1% | -2.2% |
| 30D | -1.0% | -5.6% | +4.6% | -0.6% |
| 3M | +36.9% | -6.6% | +43.5% | +37.3% |
| 6M | +83.4% | -22.5% | +105.9% | +86.5% |
| YTD | +50.0% | -15.2% | +65.2% | +51.6% |
| 1Y | +46.5% | -33.9% | +80.5% | +52.0% |
| 3Y | +93.3% | +11.8% | +81.5% | +76.6% |
| All | +93.3% | +10.0% | +83.3% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling