+32.8%
SNOW vs AMT
-20.8%
+53.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | +6.4% | +4.6% | +1.8% | +4.9% |
| 3M | +38.1% | -8.4% | +46.5% | +41.9% |
| 6M | +100.4% | -6.0% | +106.4% | +103.8% |
| YTD | +53.7% | +2.1% | +51.6% | +51.2% |
| 1Y | +52.0% | -6.4% | +58.3% | +53.5% |
| 3Y | +114.7% | +8.1% | +106.6% | +85.4% |
| 5Y | +8.8% | -31.9% | +40.7% | +25.3% |
| All | +32.8% | -20.8% | +53.6% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling