-93.7%
AMC vs SN
+659.6%
-753.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | +1.3% |
| 7D | +2.6% | +7.2% | -4.6% | +1.0% |
| 30D | +9.0% | +20.4% | -11.4% | +4.5% |
| 3M | +22.2% | +23.9% | -1.7% | +16.3% |
| 6M | +91.5% | +93.0% | -1.6% | +65.8% |
| YTD | +101.3% | +99.2% | +2.0% | +72.8% |
| 1Y | +20.8% | +142.6% | -121.8% | +0.5% |
| 3Y | -71.3% | +398.8% | -470.1% | -78.3% |
| All | -93.7% | +659.6% | -753.2% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling