+68.0%
AMZN vs SNOW
+37.6%
+30.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | +1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -4.1% |
| 30D | -5.2% | +6.4% | -11.6% | -7.2% |
| 3M | +1.9% | +38.1% | -36.2% | -7.0% |
| 6M | +19.2% | +100.4% | -81.2% | -5.1% |
| YTD | +12.0% | +53.7% | -41.7% | -4.4% |
| 1Y | +9.7% | +52.0% | -42.3% | -6.6% |
| 3Y | +87.2% | +114.7% | -27.5% | +35.2% |
| 5Y | +48.7% | +8.8% | +39.9% | +15.3% |
| All | +68.0% | +37.6% | +30.3% | +20.3% |
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