+3,023.2%
SMH vs AMC
-98.1%
+3,121.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.5% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | -0.5% | -0.7% | +0.3% | -0.5% |
| 3M | -9.6% | +35.2% | -44.8% | -10.8% |
| 6M | +42.1% | +124.6% | -82.5% | +37.7% |
| YTD | +57.4% | +69.9% | -12.4% | +53.8% |
| 1Y | +96.2% | -2.6% | +98.8% | +94.5% |
| 3Y | +267.9% | -79.8% | +347.7% | +273.0% |
| 5Y | +327.7% | -99.4% | +427.1% | +355.6% |
| 10Y | +1,764.6% | -98.9% | +1,863.5% | +1,938.2% |
| All | +3,023.2% | -98.1% | +3,121.3% | +2,879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling