+368.8%
SNXX vs AMDL
+174.0%
+194.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.9% | -11.9% | -11.5% |
| 7D | -12.0% | +15.9% | -28.0% | -24.6% |
| 30D | +37.9% | +10.5% | +27.5% | +25.0% |
| 3M | -52.7% | -4.7% | -47.9% | -38.2% |
| 6M | +194.8% | +355.2% | -160.4% | +29.0% |
| All | +368.8% | +174.0% | +194.8% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling