-100.0%
SOXS vs AMT
+470.3%
-570.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.1% | -9.1% | -11.3% |
| 7D | -7.0% | -0.2% | -6.8% | -7.3% |
| 30D | +2.8% | +4.6% | -1.8% | +7.6% |
| 3M | -9.8% | -8.4% | -1.4% | -25.2% |
| 6M | -99.2% | -6.0% | -93.2% | -99.2% |
| YTD | -99.5% | +2.1% | -101.6% | -99.5% |
| 1Y | -99.8% | -6.4% | -93.4% | -99.8% |
| 3Y | -100.0% | +8.1% | -108.0% | -100.0% |
| 5Y | -100.0% | -31.9% | -68.1% | -100.0% |
| 10Y | -100.0% | +97.1% | -197.1% | -100.0% |
| All | -100.0% | +470.3% | -570.3% | -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 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