+114.6%
SNOW vs AMDL
+117.8%
-3.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.6% |
| 7D | +4.9% | +19.9% | -15.0% | +2.9% |
| 30D | +1.5% | +6.3% | -4.7% | +0.5% |
| 3M | +39.5% | -9.9% | +49.4% | +36.7% |
| 6M | +85.9% | +394.3% | -308.4% | +39.8% |
| YTD | +52.9% | +257.3% | -204.4% | +18.0% |
| 1Y | +48.1% | +508.5% | -460.4% | +1.3% |
| All | +114.6% | +117.8% | -3.2% | +42.0% |
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