+311.0%
SN vs AMCR
+8.2%
+302.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -7.2% | -5.0% | -2.3% | -4.6% |
| 30D | -13.4% | -8.0% | -5.4% | -9.4% |
| 3M | +26.8% | +14.3% | +12.5% | +17.5% |
| 6M | +44.6% | +5.3% | +39.3% | +39.6% |
| YTD | +45.3% | +7.7% | +37.6% | +37.1% |
| 1Y | +40.1% | +10.8% | +29.3% | +30.1% |
| All | +311.0% | +8.2% | +302.8% | +282.5% |
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