+404.4%
SNXX vs AMT
-1.2%
+405.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -10.7% |
| 7D | +16.8% | -2.7% | +19.5% | +10.7% |
| 30D | +65.3% | +2.0% | +63.3% | +71.9% |
| 3M | -34.8% | -9.3% | -25.5% | -31.7% |
| 6M | +255.1% | -5.2% | +260.4% | +272.2% |
| All | +404.4% | -1.2% | +405.6% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling