+1,253.2%
SMH vs AMT
+490.9%
+762.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -0.5% | +4.6% | -5.1% | -1.8% |
| 3M | -9.6% | -8.4% | -1.2% | -8.2% |
| 6M | +42.1% | -6.0% | +48.1% | +42.7% |
| YTD | +57.4% | +2.1% | +55.3% | +54.0% |
| 1Y | +96.2% | -6.4% | +102.6% | +96.0% |
| 3Y | +267.9% | +8.1% | +259.9% | +240.6% |
| 5Y | +327.7% | -31.9% | +359.6% | +350.5% |
| 10Y | +1,764.6% | +97.1% | +1,667.5% | +1,335.6% |
| All | +1,253.2% | +490.9% | +762.3% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling