+86.2%
SNOW vs AMDL
+102.5%
-16.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -17.6% | +15.0% | -0.7% |
| 7D | +5.5% | +37.2% | -31.7% | +1.3% |
| 30D | -13.2% | -24.0% | +10.9% | -12.4% |
| 3M | -13.7% | -1.0% | -12.7% | -15.9% |
| 6M | +91.0% | -3.2% | +94.2% | +80.0% |
| YTD | +32.7% | +232.2% | -199.6% | +0.7% |
| 1Y | +13.3% | +137.7% | -124.5% | -10.3% |
| All | +86.2% | +102.5% | -16.3% | +21.3% |
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 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