+125.9%
SOXX vs AMIX
-100.0%
+225.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.7% |
| 7D | +9.4% | -9.9% | +19.2% | +9.4% |
| 30D | -13.8% | -52.8% | +39.0% | -13.0% |
| 3M | -18.6% | -80.0% | +61.4% | -17.1% |
| 6M | -15.1% | -80.2% | +65.1% | -16.4% |
| YTD | +49.0% | -88.1% | +137.1% | +47.0% |
| 1Y | +55.3% | -91.1% | +146.3% | +53.3% |
| All | +125.9% | -100.0% | +225.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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