+434.8%
SN vs AMCR
+14.2%
+420.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.3% |
| 7D | +1.4% | -4.5% | +5.8% | +3.9% |
| 30D | +16.6% | +4.9% | +11.7% | +13.4% |
| 3M | +18.3% | -4.6% | +22.8% | +20.9% |
| 6M | +103.1% | +15.2% | +87.9% | +86.4% |
| YTD | +96.7% | +9.7% | +87.0% | +83.0% |
| 1Y | +134.3% | +10.5% | +123.8% | +117.1% |
| All | +434.8% | +14.2% | +420.6% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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