+8.6%
SNOW vs AMC
-94.3%
+103.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.3% |
| 7D | -9.9% | +2.6% | -12.5% | -10.0% |
| 30D | -17.1% | +9.0% | -26.1% | -17.4% |
| 3M | -13.2% | +22.2% | -35.4% | -14.0% |
| 6M | +97.4% | +91.5% | +6.0% | +91.3% |
| YTD | +25.8% | +101.3% | -75.5% | +21.4% |
| 1Y | +4.2% | +20.8% | -16.6% | +2.3% |
| 3Y | +91.3% | -71.3% | +162.6% | +92.6% |
| 5Y | -24.4% | -99.2% | +74.9% | -21.4% |
| All | +8.6% | -94.3% | +103.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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