+133.8%
SOXX vs AMRZ
-20.1%
+153.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -7.5% | +8.9% | +3.5% |
| 30D | -3.6% | -12.4% | +8.8% | 0.0% |
| 3M | -10.2% | -22.4% | +12.2% | -4.0% |
| 6M | +54.2% | -29.5% | +83.8% | +68.5% |
| YTD | +75.2% | -24.1% | +99.4% | +87.6% |
| 1Y | +107.5% | -26.3% | +133.8% | +118.8% |
| All | +133.8% | -20.1% | +153.9% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling