+94.1%
SMH vs AMC
-6.9%
+101.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -1.5% | -1.2% | -0.4% | -1.5% |
| 3M | -4.1% | +42.2% | -46.3% | -8.3% |
| 6M | +50.8% | +118.8% | -68.0% | +34.4% |
| YTD | +59.3% | +64.1% | -4.8% | +46.7% |
| 1Y | +94.1% | -9.5% | +103.6% | +88.7% |
| All | +94.1% | -6.9% | +101.0% | +88.7% |
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