+204.1%
SU vs AMC
-98.1%
+302.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | +3.6% | +2.3% | +1.2% | +3.5% |
| 30D | +7.9% | -0.7% | +8.6% | +7.8% |
| 3M | +3.5% | +35.2% | -31.7% | +1.9% |
| 6M | +19.0% | +124.6% | -105.6% | +14.5% |
| YTD | +55.0% | +69.9% | -14.9% | +50.4% |
| 1Y | +71.2% | -2.6% | +73.8% | +69.3% |
| 3Y | +117.4% | -79.8% | +197.2% | +121.2% |
| 5Y | +335.2% | -99.4% | +434.6% | +382.6% |
| 10Y | +248.7% | -98.9% | +347.6% | +216.3% |
| All | +204.1% | -98.1% | +302.2% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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