+15.4%
AMC vs SN
+28.3%
-12.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -11.8% |
| 7D | 0.0% | +3.8% | -3.8% | -2.2% |
| 30D | +4.4% | +17.5% | -13.1% | -5.5% |
| 3M | +15.4% | +19.2% | -3.9% | +3.2% |
| All | +15.4% | +28.3% | -12.9% | +3.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling