+523.0%
AMD vs SNOW
+37.6%
+485.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.4% | +10.1% | +6.3% |
| 7D | +2.6% | +2.8% | -0.2% | +1.1% |
| 30D | -0.9% | +6.4% | -7.3% | -3.6% |
| 3M | -8.7% | +38.1% | -46.8% | -18.1% |
| 6M | +136.3% | +100.4% | +35.9% | +80.3% |
| YTD | +123.0% | +53.7% | +69.3% | +85.2% |
| 1Y | +195.2% | +52.0% | +143.2% | +145.8% |
| 3Y | +336.3% | +114.7% | +221.7% | +200.3% |
| 5Y | +334.5% | +8.8% | +325.7% | +239.6% |
| All | +523.0% | +37.6% | +485.3% | +353.3% |
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 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