+404.4%
SNXX vs AMDL
+161.2%
+243.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.7% | -1.3% | -1.8% |
| 7D | +16.8% | +20.7% | -3.9% | -2.1% |
| 30D | +65.3% | +9.4% | +55.9% | +52.4% |
| 3M | -34.8% | +5.6% | -40.4% | -17.5% |
| 6M | +255.1% | +340.3% | -85.1% | +61.8% |
| All | +404.4% | +161.2% | +243.1% | +199.8% |
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