+3,562.0%
SMH vs AMP
+2,108.3%
+1,453.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.0% |
| 30D | -1.5% | +0.8% | -2.4% | -2.0% |
| 3M | -4.1% | +24.3% | -28.3% | -13.3% |
| 6M | +50.8% | +20.6% | +30.2% | +37.9% |
| YTD | +59.3% | +14.6% | +44.7% | +48.2% |
| 1Y | +94.1% | +14.5% | +79.5% | +80.3% |
| 3Y | +286.7% | +67.9% | +218.8% | +204.9% |
| 5Y | +339.4% | +122.5% | +216.9% | +209.4% |
| 10Y | +1,803.3% | +573.3% | +1,230.0% | +713.7% |
| All | +3,562.0% | +2,108.3% | +1,453.7% | +775.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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