-52.8%
SNAP vs AMDL
+145.7%
-198.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.9% | -14.1% | -4.0% |
| 7D | +2.6% | +103.5% | -101.0% | -8.7% |
| 30D | -19.6% | -18.3% | -1.3% | -19.3% |
| 3M | +0.4% | +20.1% | -19.7% | -6.2% |
| 6M | -5.9% | +15.9% | -21.9% | -16.1% |
| YTD | -35.3% | +303.0% | -338.3% | -57.0% |
| 1Y | -42.6% | +164.0% | -206.6% | -58.9% |
| All | -52.8% | +145.7% | -198.5% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling