+32.8%
SNOW vs AMBA
+21.6%
+11.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | +2.8% | -11.0% | +13.8% | +6.5% |
| 30D | +6.4% | -23.2% | +29.6% | +15.6% |
| 3M | +38.1% | -12.7% | +50.8% | +37.3% |
| 6M | +100.4% | +11.2% | +89.2% | +75.4% |
| YTD | +53.7% | -11.2% | +64.9% | +45.3% |
| 1Y | +52.0% | -22.5% | +74.5% | +47.7% |
| 3Y | +114.7% | -1.3% | +116.0% | +71.0% |
| 5Y | +8.8% | -54.2% | +62.9% | +4.9% |
| All | +32.8% | +21.6% | +11.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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