+2,502.1%
SOXX vs AME
+6,025.7%
-3,523.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.1% |
| 30D | -3.1% | -8.6% | +5.5% | +3.5% |
| 3M | -4.4% | +5.8% | -10.2% | -7.5% |
| 6M | +52.9% | +3.8% | +49.1% | +50.5% |
| YTD | +72.0% | +14.4% | +57.6% | +57.9% |
| 1Y | +105.1% | +25.8% | +79.3% | +75.1% |
| 3Y | +220.6% | +55.2% | +165.4% | +134.7% |
| 5Y | +244.8% | +85.5% | +159.3% | +125.0% |
| 10Y | +1,537.1% | +424.0% | +1,113.1% | +405.2% |
| All | +2,502.1% | +6,025.7% | -3,523.6% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling