+52.5%
SOXX vs AMCR
+32.3%
+20.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.5% |
| 7D | -13.7% | +6.2% | -19.9% | -14.5% |
| 30D | -23.6% | +16.0% | -39.6% | -25.5% |
| 3M | -16.9% | +4.4% | -21.2% | -17.4% |
| 6M | -2.4% | +35.5% | -37.9% | -9.9% |
| YTD | +49.8% | +21.5% | +28.3% | +40.6% |
| 1Y | +52.5% | +30.7% | +21.8% | +44.0% |
| All | +52.5% | +32.3% | +20.3% | +44.0% |
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