+589.7%
AMAT vs SNOW
+18.8%
+570.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.5% | +5.8% | +10.0% |
| 7D | -1.1% | +0.2% | -1.2% | -0.8% |
| 30D | -26.9% | -21.1% | -5.8% | -22.5% |
| 3M | -31.2% | -11.9% | -19.3% | -29.4% |
| 6M | -14.7% | +91.0% | -105.7% | -29.3% |
| YTD | +44.7% | +32.7% | +12.0% | +29.7% |
| 1Y | +62.0% | +10.8% | +51.2% | +52.1% |
| 3Y | +165.0% | +86.2% | +78.7% | +105.0% |
| 5Y | +147.1% | -22.7% | +169.8% | +116.7% |
| All | +589.7% | +18.8% | +570.9% | +441.5% |
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