+338.0%
SMH vs AMT
-32.2%
+370.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.3% | +1.5% | +2.9% | +4.2% |
| 30D | +0.9% | +3.7% | -2.9% | +0.5% |
| 3M | -2.8% | -7.2% | +4.4% | -2.1% |
| 6M | +45.6% | -4.2% | +49.8% | +45.9% |
| YTD | +59.5% | +1.9% | +57.6% | +57.8% |
| 1Y | +93.4% | -6.4% | +99.8% | +94.0% |
| 3Y | +287.1% | +7.7% | +279.4% | +246.8% |
| 5Y | +338.0% | -30.9% | +368.9% | +370.8% |
| All | +338.0% | -32.2% | +370.2% | +370.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling