-100.0%
SOXS vs AMT
+528.2%
-628.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +12.1% |
| 7D | -28.4% | +1.5% | -29.9% | -27.4% |
| 30D | +19.4% | +6.8% | +12.6% | +25.0% |
| 3M | +28.2% | +11.2% | +16.9% | +39.2% |
| 6M | -37.7% | +12.5% | -50.2% | -37.0% |
| YTD | -91.6% | +12.5% | -104.1% | -91.6% |
| 1Y | -93.1% | +10.1% | -103.2% | -93.2% |
| 3Y | -99.7% | +16.0% | -115.7% | -99.7% |
| 5Y | -99.9% | -17.2% | -82.8% | -99.9% |
| 10Y | -100.0% | +135.2% | -235.2% | -100.0% |
| All | -100.0% | +528.2% | -628.2% | -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