+124.6%
AMC vs SN
+49.1%
+75.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +5.0% |
| 7D | +2.3% | -9.3% | +11.7% | +8.6% |
| 30D | -0.7% | -4.8% | +4.0% | +2.0% |
| 3M | +35.2% | +40.4% | -5.2% | +2.2% |
| 6M | +124.6% | +50.9% | +73.6% | +59.7% |
| All | +124.6% | +49.1% | +75.5% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling