-100.0%
SOXS vs AMT
+7.8%
-107.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -16.6% | +1.5% | -18.0% | -17.4% |
| 30D | -4.4% | +3.7% | -8.1% | -6.6% |
| 3M | -26.2% | -7.2% | -19.0% | -21.6% |
| 6M | -99.3% | -4.2% | -95.1% | -99.3% |
| YTD | -99.5% | +1.9% | -101.4% | -99.5% |
| 1Y | -99.8% | -6.4% | -93.4% | -99.8% |
| All | -100.0% | +7.8% | -107.8% | -100.0% |
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