-20.7%
SNAP vs AMDL
+108.7%
-129.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.8% |
| 7D | -0.7% | -30.7% | +30.1% | +2.2% |
| 30D | +5.5% | -43.8% | +49.3% | +10.1% |
| 3M | +2.2% | -24.5% | +26.8% | +3.5% |
| 6M | -4.1% | +44.7% | -48.7% | -12.2% |
| YTD | -26.6% | +204.0% | -230.6% | -40.7% |
| 1Y | -20.7% | +109.1% | -129.8% | -34.5% |
| All | -20.7% | +108.7% | -129.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling