+5.5%
SNOW vs AME
+85.0%
-79.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | +2.8% | +2.1% | +2.9% |
| 30D | +1.5% | -6.3% | +7.8% | +5.8% |
| 3M | +39.5% | +5.4% | +34.1% | +33.1% |
| 6M | +85.9% | +7.4% | +78.5% | +70.5% |
| YTD | +52.9% | +16.2% | +36.8% | +29.9% |
| 1Y | +48.1% | +26.8% | +21.3% | +15.6% |
| 3Y | +102.2% | +57.5% | +44.7% | +23.7% |
| 5Y | +5.5% | +84.8% | -79.4% | -47.9% |
| All | +5.5% | +85.0% | -79.6% | -47.9% |
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