+286.7%
SMH vs AMT
+6.7%
+280.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -1.5% | +1.8% | -3.4% | -1.0% |
| 3M | -4.1% | -6.2% | +2.1% | -4.6% |
| 6M | +50.8% | -5.0% | +55.7% | +50.6% |
| YTD | +59.3% | +2.1% | +57.3% | +61.4% |
| 1Y | +94.1% | -5.7% | +99.8% | +94.2% |
| 3Y | +286.7% | +7.9% | +278.8% | +279.6% |
| All | +286.7% | +6.7% | +280.0% | +279.6% |
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