+213.6%
SMH vs AMT
+10.5%
+203.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +2.8% |
| 7D | -11.2% | +0.5% | -11.7% | -11.0% |
| 30D | -25.8% | +13.6% | -39.4% | -22.8% |
| 3M | -18.8% | +11.5% | -30.3% | -15.9% |
| 6M | -15.6% | +6.9% | -22.5% | -12.8% |
| YTD | +28.8% | +10.8% | +18.0% | +34.6% |
| 1Y | +32.6% | +10.3% | +22.2% | +38.4% |
| 3Y | +213.6% | +12.4% | +201.2% | +205.9% |
| All | +213.6% | +10.5% | +203.1% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling