+40.2%
AMC vs SNY
+2.7%
+37.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.7% | +2.6% | +5.1% |
| 7D | +17.7% | +12.4% | +5.3% | +11.9% |
| 30D | +26.2% | +20.1% | +6.0% | +16.3% |
| 3M | +31.3% | +11.2% | +20.1% | +25.8% |
| 6M | +142.8% | +9.5% | +133.3% | +130.3% |
| YTD | +125.6% | +3.4% | +122.2% | +117.7% |
| 1Y | +40.2% | +2.0% | +38.2% | +36.0% |
| All | +40.2% | +2.7% | +37.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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