+433.2%
SNXX vs AMDL
+163.9%
+269.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.6% | -10.7% |
| 7D | +26.7% | +19.9% | +6.7% | +6.9% |
| 30D | +90.7% | +6.3% | +84.4% | +80.0% |
| 3M | -30.9% | -9.9% | -21.0% | -5.0% |
| 6M | +409.9% | +394.3% | +15.6% | +115.8% |
| All | +433.2% | +163.9% | +269.3% | +214.1% |
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