-29.8%
SNPS vs AMDL
+95.0%
-124.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +9.2% | -14.6% | -6.6% |
| 7D | -11.0% | +4.5% | -15.6% | -11.6% |
| 30D | -1.7% | -4.4% | +2.7% | -1.5% |
| 3M | -20.4% | -30.5% | +10.1% | -19.5% |
| 6M | -8.6% | +300.9% | -309.5% | -31.6% |
| YTD | -16.2% | +219.9% | -236.1% | -36.8% |
| 1Y | -34.6% | +374.7% | -409.3% | -56.0% |
| All | -29.8% | +95.0% | -124.8% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling