+32.1%
SNOW vs AMT
-20.9%
+53.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.9% | -0.2% | +5.1% | +5.1% |
| 30D | +1.5% | +1.8% | -0.3% | +1.0% |
| 3M | +39.5% | -6.2% | +45.7% | +42.2% |
| 6M | +85.9% | -5.0% | +90.9% | +88.4% |
| YTD | +52.9% | +2.1% | +50.9% | +50.5% |
| 1Y | +48.1% | -5.7% | +53.9% | +49.3% |
| 3Y | +102.2% | +7.9% | +94.2% | +74.8% |
| 5Y | +5.5% | -32.3% | +37.8% | +22.0% |
| All | +32.1% | -20.9% | +53.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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