-54.3%
SNAP vs AMDL
+87.1%
-141.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.8% | -25.0% | -2.1% |
| 7D | -7.3% | +10.3% | -17.6% | -9.8% |
| 30D | -18.9% | -38.3% | +19.3% | -15.1% |
| 3M | -5.3% | -8.7% | +3.5% | -7.7% |
| 6M | -16.9% | -14.4% | -2.6% | -22.3% |
| YTD | -37.4% | +206.9% | -244.4% | -56.6% |
| 1Y | -38.5% | +144.4% | -182.9% | -55.9% |
| All | -54.3% | +87.1% | -141.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling