+30.5%
SNOW vs AMCR
-0.8%
+31.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +8.4% | -6.3% | +14.7% | +10.7% |
| 30D | -1.0% | -7.1% | +6.2% | +1.4% |
| 3M | +38.3% | +12.7% | +25.6% | +31.5% |
| 6M | +81.3% | +5.2% | +76.1% | +75.8% |
| YTD | +51.1% | +8.1% | +43.0% | +42.5% |
| 1Y | +47.0% | +10.0% | +36.9% | +36.8% |
| 3Y | +99.7% | +6.6% | +93.2% | +82.8% |
| 5Y | +3.6% | -11.4% | +15.0% | +7.5% |
| All | +30.5% | -0.8% | +31.3% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling