+432.7%
SN vs AMCR
+2.0%
+430.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.2% |
| 7D | +1.4% | -4.5% | +5.8% | +4.0% |
| 30D | +16.6% | +4.9% | +11.7% | +13.3% |
| 3M | +18.3% | -4.6% | +22.8% | +21.0% |
| 6M | +103.1% | +15.2% | +87.9% | +85.6% |
| YTD | +96.7% | +9.7% | +87.0% | +82.3% |
| 1Y | +134.3% | +10.5% | +123.8% | +116.2% |
| 3Y | +425.2% | +13.8% | +411.4% | +363.9% |
| All | +432.7% | +2.0% | +430.7% | +459.5% |
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 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