+32.8%
SNOW vs AMC
-95.2%
+128.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -5.6% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | +6.4% | -0.7% | +7.2% | +6.4% |
| 3M | +38.1% | +35.2% | +2.9% | +35.8% |
| 6M | +100.4% | +124.6% | -24.2% | +93.1% |
| YTD | +53.7% | +69.9% | -16.2% | +49.4% |
| 1Y | +52.0% | -2.6% | +54.5% | +50.4% |
| 3Y | +114.7% | -79.8% | +194.4% | +117.8% |
| 5Y | +8.8% | -99.4% | +108.2% | +13.8% |
| All | +32.8% | -95.2% | +128.0% | +68.5% |
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