+5,017.6%
AME vs SNY
+241.5%
+4,776.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | 0.0% | -3.6% | +3.6% | +1.5% |
| 30D | -8.6% | -1.9% | -6.7% | -8.0% |
| 3M | +5.8% | -2.0% | +7.7% | +6.1% |
| 6M | +3.8% | +2.5% | +1.3% | +2.1% |
| YTD | +14.4% | -7.0% | +21.4% | +16.8% |
| 1Y | +25.8% | -4.4% | +30.2% | +26.5% |
| 3Y | +55.2% | -8.4% | +63.6% | +52.3% |
| 5Y | +85.5% | +9.5% | +76.0% | +63.8% |
| 10Y | +424.0% | +64.3% | +359.7% | +276.7% |
| All | +5,017.6% | +241.5% | +4,776.1% | +2,195.3% |
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