+58.3%
SOXX vs AMT
-5.0%
+63.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +6.1% | +1.5% | +4.6% | +7.1% |
| 30D | +0.5% | +3.7% | -3.2% | +3.0% |
| 3M | -5.3% | -7.2% | +1.9% | -5.1% |
| 6M | +58.3% | -4.2% | +62.5% | +59.8% |
| All | +58.3% | -5.0% | +63.3% | +59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling