+179.0%
SOXX vs AMC
-59.1%
+238.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.5% |
| 7D | +9.4% | +3.5% | +5.9% | +9.1% |
| 30D | -13.8% | +12.5% | -26.2% | -14.4% |
| 3M | -18.6% | +23.6% | -42.2% | -19.9% |
| 6M | -15.1% | +144.4% | -159.5% | -21.5% |
| YTD | +49.0% | +108.3% | -59.3% | +38.6% |
| 1Y | +55.3% | +38.9% | +16.4% | +48.2% |
| 3Y | +179.0% | -58.9% | +237.8% | +197.1% |
| All | +179.0% | -59.1% | +238.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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