+328.5%
SMH vs AMC
-99.4%
+428.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.3% |
| 7D | +2.5% | +2.3% | +0.2% | +2.3% |
| 30D | -0.5% | -0.7% | +0.3% | -0.5% |
| 3M | -9.6% | +35.2% | -44.8% | -12.9% |
| 6M | +42.1% | +124.6% | -82.5% | +30.2% |
| YTD | +57.4% | +69.9% | -12.4% | +47.3% |
| 1Y | +96.2% | -2.6% | +98.8% | +91.6% |
| 3Y | +267.9% | -79.8% | +347.7% | +288.6% |
| All | +328.5% | -99.4% | +428.0% | +496.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling