+2,557.3%
SOXX vs AMT
+1,214.0%
+1,343.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | -2.7% | +1.8% | -4.6% | -3.3% |
| 3M | -7.5% | -6.2% | -1.3% | -6.7% |
| 6M | +63.5% | -5.0% | +68.5% | +63.5% |
| YTD | +75.7% | +2.1% | +73.6% | +71.4% |
| 1Y | +113.3% | -5.7% | +119.1% | +112.4% |
| 3Y | +227.4% | +7.9% | +219.5% | +202.4% |
| 5Y | +256.2% | -32.3% | +288.5% | +276.3% |
| 10Y | +1,512.5% | +95.0% | +1,417.5% | +1,138.9% |
| All | +2,557.3% | +1,214.0% | +1,343.3% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling