+146.7%
SN vs AMRZ
-19.2%
+165.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.5% | -2.1% | +3.6% | +2.4% |
| 30D | +21.5% | +13.0% | +8.5% | +16.1% |
| 3M | +20.0% | -12.1% | +32.1% | +25.9% |
| 6M | +119.9% | -19.1% | +139.1% | +136.8% |
| YTD | +102.3% | -23.3% | +125.6% | +121.8% |
| 1Y | +148.0% | -16.6% | +164.6% | +165.6% |
| All | +146.7% | -19.2% | +165.9% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling