-99.0%
AMC vs SNY
+64.5%
-163.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -7.2% | -3.3% | -3.8% | -6.7% |
| 30D | -2.8% | -2.2% | -0.6% | -2.5% |
| 3M | +7.9% | -3.0% | +10.9% | +8.3% |
| 6M | +119.6% | +2.7% | +116.9% | +118.9% |
| YTD | +57.7% | -6.8% | +64.5% | +58.9% |
| 1Y | -12.1% | -5.3% | -6.9% | -11.7% |
| 3Y | -66.5% | -9.8% | -56.7% | -66.5% |
| 5Y | -99.5% | +9.7% | -109.2% | -99.5% |
| All | -99.0% | +64.5% | -163.5% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling