+1,487.3%
SMH vs AMT
+125.6%
+1,361.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -6.7% | +1.6% | -8.4% | -7.2% |
| 30D | -19.8% | +4.5% | -24.3% | -20.9% |
| 3M | -15.1% | +13.8% | -28.9% | -18.3% |
| 6M | -14.6% | +10.0% | -24.7% | -18.0% |
| YTD | +34.3% | +11.8% | +22.5% | +27.5% |
| 1Y | +35.2% | +10.2% | +25.0% | +28.9% |
| 3Y | +211.7% | +15.1% | +196.5% | +173.5% |
| 5Y | +240.5% | -18.8% | +259.3% | +245.8% |
| 10Y | +1,487.3% | +133.7% | +1,353.7% | +1,062.9% |
| All | +1,487.3% | +125.6% | +1,361.8% | +1,062.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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