+3.5%
SNOW vs AMP
+118.7%
-115.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -7.5% | -2.0% | -5.5% | -6.1% |
| 30D | -1.3% | -1.7% | +0.4% | 0.0% |
| 3M | +37.4% | +23.2% | +14.2% | +18.1% |
| 6M | +88.1% | +22.2% | +65.9% | +61.7% |
| YTD | +50.3% | +14.0% | +36.3% | +34.6% |
| 1Y | +46.0% | +14.0% | +32.0% | +29.7% |
| 3Y | +98.7% | +67.0% | +31.7% | +26.5% |
| 5Y | +3.5% | +123.2% | -119.7% | -49.9% |
| All | +3.5% | +118.7% | -115.2% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling