+113.9%
SOXX vs AMCR
+11.5%
+102.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +2.2% | -3.3% | +5.5% | +2.8% |
| 30D | -2.0% | -5.4% | +3.4% | -1.1% |
| 3M | -13.7% | +20.0% | -33.7% | -18.2% |
| 6M | +52.4% | 0.0% | +52.3% | +43.9% |
| YTD | +72.8% | +11.5% | +61.3% | +65.6% |
| 1Y | +113.9% | +11.4% | +102.5% | +109.1% |
| All | +113.9% | +11.5% | +102.4% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling