-98.1%
AMC vs SNY
+44.1%
-142.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.0% |
| 7D | -0.8% | -2.7% | +2.0% | -0.3% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | +42.2% | -1.6% | +43.9% | +42.5% |
| 6M | +118.8% | +2.3% | +116.5% | +118.0% |
| YTD | +64.1% | -6.0% | +70.1% | +65.5% |
| 1Y | -9.5% | -2.7% | -6.9% | -9.3% |
| 3Y | -64.3% | -7.5% | -56.9% | -64.4% |
| 5Y | -99.5% | +6.7% | -106.2% | -99.5% |
| 10Y | -98.9% | +62.3% | -161.2% | -99.1% |
| All | -98.1% | +44.1% | -142.2% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling