+3,424.7%
SOXX vs AMCR
+93.5%
+3,331.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.4% |
| 7D | +1.4% | -6.3% | +7.7% | +3.5% |
| 30D | -3.6% | -7.8% | +4.2% | -1.2% |
| 3M | -10.2% | +7.5% | -17.7% | -12.9% |
| 6M | +54.2% | +2.7% | +51.6% | +51.5% |
| YTD | +75.2% | +6.0% | +69.2% | +69.2% |
| 1Y | +107.5% | +7.8% | +99.7% | +98.8% |
| 3Y | +226.8% | +5.8% | +221.0% | +211.0% |
| 5Y | +251.2% | -11.6% | +262.8% | +256.1% |
| 10Y | +1,567.6% | +14.6% | +1,553.0% | +1,399.2% |
| All | +3,424.7% | +93.5% | +3,331.2% | +3,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling