+1,475.7%
SMH vs AMT
+136.5%
+1,339.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | -13.8% | +6.8% | -20.6% | -15.5% |
| 3M | -17.4% | +11.2% | -28.6% | -20.0% |
| 6M | -15.0% | +12.5% | -27.4% | -18.8% |
| YTD | +35.2% | +12.5% | +22.7% | +28.1% |
| 1Y | +41.6% | +10.1% | +31.5% | +35.1% |
| 3Y | +215.6% | +16.0% | +199.6% | +176.4% |
| 5Y | +233.2% | -17.2% | +250.4% | +235.8% |
| All | +1,475.7% | +136.5% | +1,339.2% | +1,041.1% |
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