The same two betas, measured over six different lookback windows

WITH
    sessions AS
    (
        SELECT
            ticker                                               AS ticker,
            toDate(toTimeZone(window_start, 'America/New_York')) AS d,
            toFloat64(argMax(close, window_start))               AS px
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'AAPL', 'KO')
          AND window_start >= toDateTime('2024-04-01 04:00:00')
          AND window_start <  toDateTime('2026-07-01 04:00:00')
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
             + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
             + toMinute(toTimeZone(window_start, 'America/New_York'))) <  960
        GROUP BY ticker, d
    ),
    steps AS
    (
        SELECT
            ticker,
            d,
            px,
            any(px) OVER (PARTITION BY ticker ORDER BY d ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
        FROM sessions
    ),
    daily_ret AS
    (
        SELECT ticker, d, (px / prev_px) - 1 AS r
        FROM steps
        WHERE prev_px > 0
    ),
    bench AS
    (
        SELECT d, r AS spy_r
        FROM daily_ret
        WHERE ticker = 'SPY'
    ),
    paired AS
    (
        SELECT
            s.ticker                                                 AS ticker,
            s.r                                                      AS r,
            b.spy_r                                                  AS spy_r,
            row_number() OVER (PARTITION BY s.ticker ORDER BY s.d DESC) AS rn
        FROM daily_ret AS s
        INNER JOIN bench AS b ON b.d = s.d
        WHERE s.ticker IN ('AAPL', 'KO')
    ),
    windows AS
    (
        SELECT arrayJoin([30, 60, 90, 180, 252, 504]) AS lookback
    )
SELECT
    w.lookback                                                                                       AS lookback_sessions,
    round(covarPopIf(p.r, p.spy_r, p.ticker = 'AAPL') / varPopIf(p.spy_r, p.ticker = 'AAPL'), 2)     AS aapl_beta,
    round(covarPopIf(p.r, p.spy_r, p.ticker = 'KO')   / varPopIf(p.spy_r, p.ticker = 'KO'), 2)       AS ko_beta
FROM paired AS p
CROSS JOIN windows AS w
WHERE p.rn <= w.lookback
GROUP BY w.lookback
HAVING countIf(p.ticker = 'AAPL') > 0 AND countIf(p.ticker = 'KO') > 0
ORDER BY lookback_sessions