-100.0%
SOXS vs AMP
+66.7%
-166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -4.3% |
| 7D | -4.7% | -0.5% | -4.2% | -5.7% |
| 30D | +7.7% | -1.3% | +9.1% | +4.6% |
| 3M | -10.2% | +24.2% | -34.3% | +27.9% |
| 6M | -99.2% | +24.6% | -123.8% | -98.6% |
| YTD | -99.5% | +14.8% | -114.4% | -99.3% |
| 1Y | -99.8% | +12.8% | -112.5% | -99.6% |
| 3Y | -100.0% | +69.0% | -169.0% | -99.9% |
| All | -100.0% | +66.7% | -166.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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