+319.5%
SN vs AMCR
+1.9%
+317.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -9.3% | -1.9% | -7.5% | -8.4% |
| 30D | -4.8% | -4.1% | -0.7% | -2.6% |
| 3M | +40.4% | +21.7% | +18.7% | +24.8% |
| 6M | +50.9% | +1.5% | +49.5% | +48.0% |
| YTD | +54.9% | +13.1% | +41.8% | +41.4% |
| 1Y | +43.0% | +13.0% | +30.0% | +30.6% |
| 3Y | +391.8% | +6.9% | +384.9% | +374.4% |
| All | +319.5% | +1.9% | +317.6% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling