-18.3%
AMRZ vs SOXQ
+129.5%
-147.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | -2.0% | +5.3% | -7.3% | -3.1% |
| 30D | -9.8% | -3.7% | -6.1% | -9.2% |
| 3M | -17.2% | -7.8% | -9.4% | -16.8% |
| 6M | -26.9% | +58.4% | -85.3% | -39.9% |
| YTD | -21.5% | +68.1% | -89.6% | -36.5% |
| 1Y | -22.9% | +105.4% | -128.3% | -40.0% |
| All | -18.3% | +129.5% | -147.9% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling