+29.6%
SNOW vs AMP
+296.4%
-266.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -1.0% | -1.3% | +0.3% | -0.1% |
| 3M | +36.9% | +24.2% | +12.7% | +19.5% |
| 6M | +83.4% | +24.6% | +58.8% | +59.1% |
| YTD | +50.0% | +14.8% | +35.1% | +35.9% |
| 1Y | +46.5% | +12.8% | +33.7% | +33.6% |
| 3Y | +93.3% | +69.0% | +24.4% | +34.2% |
| 5Y | +3.3% | +124.9% | -121.6% | -39.0% |
| All | +29.6% | +296.4% | -266.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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