-10.3%
AMCR vs SOXQ
+286.7%
-297.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -6.3% | +0.8% | -7.0% | -6.4% |
| 30D | -7.8% | -4.6% | -3.2% | -7.1% |
| 3M | +7.5% | -10.2% | +17.7% | +8.8% |
| 6M | +2.7% | +49.7% | -47.0% | -7.6% |
| YTD | +6.0% | +67.2% | -61.2% | -7.1% |
| 1Y | +7.8% | +98.0% | -90.2% | -9.6% |
| 3Y | +5.8% | +237.2% | -231.4% | -26.3% |
| 5Y | -11.6% | +261.3% | -272.9% | -43.1% |
| All | -10.3% | +286.7% | -297.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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