+41.6%
SMH vs AMC
+37.4%
+4.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +12.1% | +8.4% | +3.6% | +11.1% |
| 30D | -14.7% | +9.2% | -23.8% | -15.2% |
| 3M | -14.2% | +32.0% | -46.2% | -16.2% |
| 6M | -10.6% | +149.3% | -159.9% | -20.5% |
| YTD | +39.3% | +114.1% | -74.8% | +25.3% |
| 1Y | +41.6% | +35.8% | +5.8% | +38.6% |
| All | +41.6% | +37.4% | +4.1% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling