+593.4%
AMAT vs SNOW
+20.7%
+572.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.2% |
| 30D | -26.5% | -19.8% | -6.7% | -22.4% |
| 3M | -28.6% | -11.6% | -16.9% | -26.7% |
| 6M | -14.2% | +94.0% | -108.3% | -29.2% |
| YTD | +45.5% | +34.8% | +10.6% | +29.9% |
| 1Y | +59.3% | +10.1% | +49.2% | +50.0% |
| 3Y | +153.1% | +84.4% | +68.7% | +96.4% |
| 5Y | +158.2% | -18.1% | +176.2% | +123.3% |
| All | +593.4% | +20.7% | +572.7% | +442.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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