+139.9%
SN vs AMRZ
-19.3%
+159.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | +1.4% | -4.0% | +5.4% | +3.0% |
| 30D | +16.6% | +12.4% | +4.2% | +11.6% |
| 3M | +18.3% | -11.5% | +29.8% | +23.7% |
| 6M | +103.1% | -21.6% | +124.7% | +121.2% |
| YTD | +96.7% | -23.4% | +120.1% | +115.8% |
| 1Y | +134.3% | -17.2% | +151.5% | +151.3% |
| All | +139.9% | -19.3% | +159.2% | +158.2% |
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