+323.8%
SN vs AME
+52.6%
+271.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.1% | +2.8% | -2.7% | -1.8% |
| 30D | -5.6% | -6.3% | +0.7% | -1.5% |
| 3M | +48.1% | +5.4% | +42.7% | +42.8% |
| 6M | +57.6% | +7.4% | +50.2% | +50.3% |
| YTD | +56.5% | +16.2% | +40.3% | +42.1% |
| 1Y | +52.6% | +26.8% | +25.7% | +30.8% |
| 3Y | +412.0% | +57.5% | +354.5% | +294.4% |
| All | +323.8% | +52.6% | +271.2% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling