+52.5%
SOXX vs AMT
+13.5%
+39.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.2% | -1.4% |
| 7D | -13.7% | +6.0% | -19.8% | -11.4% |
| 30D | -23.6% | +20.1% | -43.7% | -17.4% |
| 3M | -16.9% | +12.4% | -29.3% | -12.6% |
| 6M | -2.4% | +9.9% | -12.3% | +3.5% |
| YTD | +49.8% | +14.4% | +35.4% | +59.5% |
| 1Y | +52.5% | +12.4% | +40.1% | +63.4% |
| All | +52.5% | +13.5% | +39.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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