+404.4%
SNXX vs AMRZ
-24.7%
+429.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -6.8% |
| 7D | +16.8% | -8.1% | +24.9% | +25.7% |
| 30D | +65.3% | -14.8% | +80.1% | +90.4% |
| 3M | -34.8% | -19.7% | -15.0% | -17.5% |
| 6M | +255.1% | -30.8% | +286.0% | +381.2% |
| All | +404.4% | -24.7% | +429.0% | +690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling