+113.9%
SOXX vs AME
+29.8%
+84.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +1.9% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | -2.0% | -6.7% | +4.6% | +5.4% |
| 3M | -13.7% | +4.1% | -17.8% | -15.9% |
| 6M | +52.4% | +1.6% | +50.8% | +49.5% |
| YTD | +72.8% | +16.1% | +56.7% | +57.7% |
| 1Y | +113.9% | +27.3% | +86.6% | +89.0% |
| All | +113.9% | +29.8% | +84.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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