+66.7%
SNXX vs AMDL
+124.6%
-57.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -17.3% |
| 7D | -47.8% | -30.7% | -17.1% | -25.9% |
| 30D | -66.0% | -43.8% | -22.3% | -41.8% |
| 3M | -57.5% | -24.5% | -33.0% | -47.4% |
| 6M | -66.7% | +44.7% | -111.4% | -64.8% |
| All | +66.7% | +124.6% | -57.9% | +10.4% |
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