+32.8%
SNOW vs AME
+140.0%
-107.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | +6.4% | -6.7% | +13.1% | +10.9% |
| 3M | +38.1% | +4.1% | +34.0% | +33.4% |
| 6M | +100.4% | +1.6% | +98.8% | +93.0% |
| YTD | +53.7% | +16.1% | +37.6% | +33.0% |
| 1Y | +52.0% | +27.3% | +24.6% | +21.7% |
| 3Y | +114.7% | +50.9% | +63.8% | +46.8% |
| 5Y | +8.8% | +81.4% | -72.6% | -38.2% |
| All | +32.8% | +140.0% | -107.3% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling