-66.5%
AMC vs SNY
-9.6%
-56.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -7.2% | -3.3% | -3.8% | -6.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.0% |
| 3M | +7.9% | -3.0% | +10.9% | +8.7% |
| 6M | +119.6% | +2.7% | +116.9% | +117.5% |
| YTD | +57.7% | -6.8% | +64.5% | +60.6% |
| 1Y | -12.1% | -5.3% | -6.9% | -11.2% |
| 3Y | -66.5% | -9.8% | -56.7% | -65.7% |
| All | -66.5% | -9.6% | -56.9% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling