+102.2%
SNOW vs AME
+55.3%
+46.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | +2.8% | +2.1% | +3.7% |
| 30D | +1.5% | -6.3% | +7.8% | +4.2% |
| 3M | +39.5% | +5.4% | +34.1% | +35.4% |
| 6M | +85.9% | +7.4% | +78.5% | +75.0% |
| YTD | +52.9% | +16.2% | +36.8% | +35.2% |
| 1Y | +48.1% | +26.8% | +21.3% | +22.4% |
| 3Y | +102.2% | +57.5% | +44.7% | +25.1% |
| All | +102.2% | +55.3% | +46.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling