+2,466.8%
SOXX vs AMC
-98.1%
+2,564.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.8% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | -2.7% | -1.2% | -1.6% | -2.7% |
| 3M | -7.5% | +42.2% | -49.7% | -9.0% |
| 6M | +63.5% | +118.8% | -55.3% | +58.3% |
| YTD | +75.7% | +64.1% | +11.5% | +71.4% |
| 1Y | +113.3% | -9.5% | +122.9% | +111.9% |
| 3Y | +227.4% | -64.3% | +291.7% | +228.0% |
| 5Y | +256.2% | -99.5% | +355.6% | +282.1% |
| 10Y | +1,512.5% | -98.9% | +1,611.4% | +1,680.8% |
| All | +2,466.8% | -98.1% | +2,564.9% | +2,333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling