+93.8%
SNOW vs AMCR
+8.2%
+85.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -7.5% | -5.0% | -2.6% | -6.8% |
| 30D | -1.3% | -8.0% | +6.7% | -0.1% |
| 3M | +37.4% | +14.3% | +23.2% | +33.8% |
| 6M | +88.1% | +5.3% | +82.7% | +86.0% |
| YTD | +50.3% | +7.7% | +42.6% | +45.8% |
| 1Y | +46.0% | +10.8% | +35.1% | +39.9% |
| All | +93.8% | +8.2% | +85.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling