-38.1%
SNAP vs AMDL
+62.4%
-100.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +22.3% | -24.8% | -5.0% |
| 7D | -7.1% | -26.2% | +19.1% | -4.7% |
| 30D | -14.6% | -57.1% | +42.5% | -8.4% |
| 3M | -5.0% | -29.8% | +24.9% | -3.4% |
| 6M | -18.8% | -22.2% | +3.4% | -21.3% |
| YTD | -38.5% | +142.1% | -180.7% | -52.2% |
| 1Y | -38.1% | +85.8% | -123.9% | -49.6% |
| All | -38.1% | +62.4% | -100.5% | -49.6% |
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