-54.0%
SNAP vs AMDL
+20.7%
-74.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -34.9% | +20.8% | -8.7% |
| 7D | -10.4% | -52.7% | +42.3% | -0.8% |
| 30D | -11.9% | -65.3% | +53.4% | +1.2% |
| 3M | -4.5% | -40.8% | +36.3% | +0.1% |
| 6M | -16.7% | -12.9% | -3.8% | -23.5% |
| YTD | -36.9% | +98.0% | -134.9% | -52.8% |
| 1Y | -30.3% | +30.1% | -60.4% | -44.4% |
| All | -54.0% | +20.7% | -74.7% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling