+16.3%
SNOW vs AMDL
+179.2%
-162.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.9% | -12.7% | -1.7% |
| 7D | +10.8% | +103.5% | -92.7% | +5.2% |
| 30D | -16.5% | -18.3% | +1.8% | -17.2% |
| 3M | -10.1% | +20.1% | -30.2% | -12.1% |
| 6M | +96.5% | +15.9% | +80.6% | +90.3% |
| YTD | +36.2% | +303.0% | -266.9% | +17.9% |
| All | +16.3% | +179.2% | -162.9% | +2.9% |
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