+494.2%
AMAT vs SNOW
+10.0%
+484.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.2% | -6.3% | -11.9% |
| 7D | -24.3% | -18.4% | -5.9% | -20.4% |
| 30D | -39.8% | -19.8% | -20.0% | -36.5% |
| 3M | -40.2% | -14.9% | -25.2% | -38.1% |
| 6M | -22.1% | +90.2% | -112.3% | -35.7% |
| YTD | +24.7% | +22.9% | +1.8% | +13.7% |
| 1Y | +33.3% | +1.8% | +31.5% | +27.6% |
| 3Y | +133.9% | +79.7% | +54.2% | +81.8% |
| 5Y | +117.1% | -26.1% | +143.2% | +92.3% |
| All | +494.2% | +10.0% | +484.2% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling