+29.8%
SNOW vs AME
+136.5%
-106.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | -7.5% | 0.0% | -7.5% | -7.6% |
| 30D | -1.3% | -8.6% | +7.3% | +4.2% |
| 3M | +37.4% | +5.8% | +31.7% | +31.5% |
| 6M | +88.1% | +3.8% | +84.2% | +78.3% |
| YTD | +50.3% | +14.4% | +35.9% | +31.2% |
| 1Y | +46.0% | +25.8% | +20.2% | +17.8% |
| 3Y | +98.7% | +55.2% | +43.5% | +32.6% |
| 5Y | +3.5% | +85.5% | -82.0% | -41.4% |
| All | +29.8% | +136.5% | -106.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling