-93.3%
AMC vs SN
+650.0%
-743.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.6% |
| 7D | +8.4% | +1.4% | +7.1% | +8.1% |
| 30D | +9.2% | +16.6% | -7.4% | +5.4% |
| 3M | +32.0% | +18.3% | +13.7% | +27.0% |
| 6M | +149.3% | +103.1% | +46.2% | +114.2% |
| YTD | +114.1% | +96.7% | +17.4% | +84.5% |
| 1Y | +35.8% | +134.3% | -98.6% | +13.7% |
| 3Y | -58.3% | +425.2% | -483.5% | -68.4% |
| All | -93.3% | +650.0% | -743.3% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling