+309.7%
SN vs AMCR
+0.4%
+309.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.7% |
| 7D | -3.4% | -6.3% | +2.9% | +0.3% |
| 30D | -9.1% | -7.1% | -1.9% | -5.2% |
| 3M | +31.8% | +12.7% | +19.1% | +22.5% |
| 6M | +52.0% | +5.2% | +46.9% | +46.6% |
| YTD | +51.3% | +8.1% | +43.2% | +41.9% |
| 1Y | +46.9% | +11.7% | +35.1% | +34.9% |
| 3Y | +394.9% | +9.9% | +385.0% | +355.7% |
| All | +309.7% | +0.4% | +309.3% | +335.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling