-21.5%
SNPS vs AMDL
+20.7%
-42.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -34.9% | +30.0% | -0.1% |
| 7D | -10.2% | -52.7% | +42.5% | -2.0% |
| 30D | -12.8% | -65.3% | +52.5% | -1.3% |
| 3M | +9.9% | -40.8% | +50.7% | +15.0% |
| 6M | -12.4% | -12.9% | +0.5% | -18.2% |
| YTD | -6.3% | +98.0% | -104.3% | -26.2% |
| 1Y | +7.6% | +30.1% | -22.5% | -10.5% |
| All | -21.5% | +20.7% | -42.2% | -47.3% |
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