+40.2%
AMC vs SN
+156.5%
-116.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.1% |
| 7D | +17.7% | +10.6% | +7.1% | +11.7% |
| 30D | +26.2% | +20.0% | +6.2% | +14.8% |
| 3M | +31.3% | +30.4% | +1.0% | +14.0% |
| 6M | +142.8% | +91.0% | +51.8% | +71.3% |
| YTD | +125.6% | +95.9% | +29.7% | +52.9% |
| 1Y | +40.2% | +158.9% | -118.6% | -19.5% |
| All | +40.2% | +156.5% | -116.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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