+20.8%
AMC vs SN
+137.4%
-116.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | +0.5% |
| 7D | +2.6% | +7.2% | -4.6% | -1.0% |
| 30D | +9.0% | +20.4% | -11.4% | -1.0% |
| 3M | +22.2% | +23.9% | -1.7% | +9.1% |
| 6M | +91.5% | +93.0% | -1.6% | +34.3% |
| YTD | +101.3% | +99.2% | +2.0% | +35.5% |
| 1Y | +20.8% | +142.6% | -121.8% | -26.3% |
| All | +20.8% | +137.4% | -116.6% | -26.3% |
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