+398.8%
SN vs AME
+62.2%
+336.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.1% |
| 7D | +7.2% | -5.2% | +12.4% | +10.2% |
| 30D | +20.4% | -8.0% | +28.4% | +26.0% |
| 3M | +23.9% | -8.9% | +32.8% | +30.2% |
| 6M | +93.0% | -5.0% | +98.0% | +96.8% |
| YTD | +99.2% | +11.9% | +87.4% | +82.6% |
| 1Y | +142.6% | +16.6% | +126.0% | +116.7% |
| 3Y | +398.8% | +62.5% | +336.3% | +288.6% |
| All | +398.8% | +62.2% | +336.6% | +288.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling