+213.6%
SMH vs AMC
-71.5%
+285.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.5% |
| 7D | -11.2% | +2.6% | -13.8% | -11.3% |
| 30D | -25.8% | +9.0% | -34.8% | -26.1% |
| 3M | -18.8% | +22.2% | -41.0% | -19.9% |
| 6M | -15.6% | +91.5% | -107.1% | -20.1% |
| YTD | +28.8% | +101.3% | -72.5% | +20.9% |
| 1Y | +32.6% | +20.8% | +11.8% | +28.0% |
| 3Y | +213.6% | -71.3% | +285.0% | +213.2% |
| All | +213.6% | -71.5% | +285.1% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling