+113.9%
SOXX vs AMRZ
-14.5%
+128.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | -2.0% | -16.9% | +14.9% | +3.7% |
| 3M | -13.7% | -19.2% | +5.5% | -8.2% |
| 6M | +52.4% | -29.3% | +81.7% | +68.1% |
| YTD | +72.8% | -18.0% | +90.8% | +81.3% |
| 1Y | +113.9% | -15.1% | +129.0% | +116.1% |
| All | +113.9% | -14.5% | +128.4% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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