-18.1%
SNOW vs AME
+76.9%
-95.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | -4.1% | +4.4% | +3.2% |
| 30D | -19.8% | -4.1% | -15.7% | -17.4% |
| 3M | -11.6% | -5.6% | -6.0% | -8.4% |
| 6M | +94.0% | +2.8% | +91.2% | +87.3% |
| YTD | +34.8% | +16.6% | +18.2% | +13.7% |
| 1Y | +10.1% | +21.1% | -10.9% | -10.3% |
| 3Y | +84.4% | +61.1% | +23.3% | +8.5% |
| 5Y | -18.1% | +76.6% | -94.7% | -60.3% |
| All | -18.1% | +76.9% | -95.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling