-93.8%
AMC vs SN
+639.7%
-733.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -12.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.8% |
| 30D | +4.4% | +17.5% | -13.1% | +0.6% |
| 3M | +15.4% | +19.2% | -3.9% | +10.8% |
| 6M | +93.7% | +84.9% | +8.8% | +69.3% |
| YTD | +97.4% | +94.0% | +3.4% | +70.6% |
| 1Y | +23.2% | +151.3% | -128.1% | +2.3% |
| 3Y | -71.3% | +387.1% | -458.3% | -78.1% |
| All | -93.8% | +639.7% | -733.5% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling