+35.2%
SMH vs AMT
+12.4%
+22.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.5% |
| 7D | -6.7% | +1.6% | -8.4% | -6.1% |
| 30D | -19.8% | +4.5% | -24.3% | -18.3% |
| 3M | -15.1% | +13.8% | -28.9% | -10.8% |
| 6M | -14.6% | +10.0% | -24.7% | -11.0% |
| YTD | +34.3% | +11.8% | +22.5% | +40.5% |
| 1Y | +35.2% | +10.2% | +25.0% | +41.8% |
| All | +35.2% | +12.4% | +22.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling