+119.7%
SMH vs AMRZ
-17.3%
+137.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.3% |
| 7D | +5.2% | -2.0% | +7.2% | +5.7% |
| 30D | -1.5% | -9.8% | +8.3% | +1.0% |
| 3M | -4.1% | -17.2% | +13.1% | +0.1% |
| 6M | +50.8% | -26.9% | +77.7% | +62.0% |
| YTD | +59.3% | -21.5% | +80.8% | +68.3% |
| 1Y | +94.1% | -22.9% | +117.0% | +102.1% |
| All | +119.7% | -17.3% | +137.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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