+1,537.1%
SOXX vs AMT
+109.6%
+1,427.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.1% |
| 7D | +1.4% | +1.1% | +0.2% | +1.1% |
| 30D | -3.6% | +4.4% | -7.9% | -4.8% |
| 3M | -10.2% | -5.2% | -5.0% | -9.4% |
| 6M | +54.2% | -0.8% | +55.1% | +52.5% |
| YTD | +75.2% | +3.3% | +71.9% | +70.0% |
| 1Y | +107.5% | -6.0% | +113.5% | +107.3% |
| 3Y | +226.8% | +9.6% | +217.2% | +187.8% |
| 5Y | +251.2% | -29.2% | +280.5% | +275.3% |
| All | +1,537.1% | +109.6% | +1,427.5% | +1,141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling