+447.8%
SN vs AME
+55.6%
+392.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +1.5% | +5.9% | -4.3% | -1.9% |
| 30D | +21.5% | -1.9% | +23.4% | +22.2% |
| 3M | +20.0% | -5.4% | +25.4% | +23.4% |
| 6M | +119.9% | +4.9% | +115.0% | +110.6% |
| YTD | +102.3% | +18.5% | +83.9% | +79.6% |
| 1Y | +148.0% | +25.5% | +122.5% | +112.7% |
| 3Y | +450.0% | +63.0% | +387.0% | +312.9% |
| All | +447.8% | +55.6% | +392.2% | +323.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling