+90.9%
SN vs AMRZ
-17.3%
+108.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.7% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -5.6% | -9.8% | +4.2% | -1.8% |
| 3M | +48.1% | -17.2% | +65.3% | +58.3% |
| 6M | +57.6% | -26.9% | +84.6% | +74.6% |
| YTD | +56.5% | -21.5% | +78.0% | +70.3% |
| 1Y | +52.6% | -22.9% | +75.4% | +64.3% |
| All | +90.9% | -17.3% | +108.2% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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