+54.2%
SOXX vs AME
+7.8%
+46.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | -2.6% |
| 7D | +1.4% | +1.7% | -0.4% | -1.0% |
| 30D | -3.6% | -6.4% | +2.9% | +6.0% |
| 3M | -10.2% | +7.1% | -17.2% | -16.8% |
| 6M | +54.2% | +8.2% | +46.1% | +40.5% |
| All | +54.2% | +7.8% | +46.4% | +40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling