+8.6%
SNOW vs AMT
-14.1%
+22.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.2% |
| 7D | -9.9% | +0.5% | -10.4% | -10.1% |
| 30D | -17.1% | +13.6% | -30.7% | -20.9% |
| 3M | -13.2% | +11.5% | -24.7% | -16.6% |
| 6M | +97.4% | +6.9% | +90.5% | +92.0% |
| YTD | +25.8% | +10.8% | +14.9% | +19.9% |
| 1Y | +4.2% | +10.3% | -6.1% | -0.6% |
| 3Y | +91.3% | +12.4% | +78.9% | +65.1% |
| 5Y | -24.4% | -20.1% | -4.3% | -19.4% |
| All | +8.6% | -14.1% | +22.7% | +13.6% |
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 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