+244.8%
SOXX vs AMC
-99.5%
+344.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -2.4% |
| 7D | +3.0% | -7.1% | +10.1% | +3.7% |
| 30D | -3.1% | -1.7% | -1.5% | -3.1% |
| 3M | -4.4% | +13.5% | -17.9% | -6.6% |
| 6M | +52.9% | +112.6% | -59.7% | +40.1% |
| YTD | +72.0% | +51.3% | +20.7% | +61.8% |
| 1Y | +105.1% | -14.5% | +119.6% | +102.2% |
| 3Y | +220.6% | -67.1% | +287.7% | +226.1% |
| 5Y | +244.8% | -99.5% | +344.3% | +400.1% |
| All | +244.8% | -99.5% | +344.3% | +400.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling