+66.7%
SNXX vs AMCR
+14.3%
+52.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -19.0% | -14.7% |
| 7D | -47.8% | +6.2% | -54.0% | -46.9% |
| 30D | -66.0% | +16.0% | -82.0% | -65.3% |
| 3M | -57.5% | +4.4% | -61.8% | -56.6% |
| 6M | -66.7% | +35.5% | -102.2% | -69.4% |
| All | +66.7% | +14.3% | +52.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling