+1,817.6%
SMH vs AMCR
+14.6%
+1,803.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +0.3% | -6.3% | +6.5% | +2.8% |
| 30D | -2.8% | -7.8% | +5.0% | +0.1% |
| 3M | -6.7% | +7.5% | -14.2% | -10.1% |
| 6M | +41.8% | +2.7% | +39.1% | +38.6% |
| YTD | +57.9% | +6.0% | +51.8% | +51.1% |
| 1Y | +87.6% | +7.8% | +79.9% | +77.8% |
| 3Y | +282.9% | +5.8% | +277.1% | +256.4% |
| 5Y | +330.4% | -11.6% | +342.0% | +335.3% |
| All | +1,817.6% | +14.6% | +1,803.0% | +1,516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling