+233.2%
SOXL vs ABCL
+189.1%
+44.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.8% |
| 7D | +60.3% | +4.4% | +55.9% | +56.9% |
| 30D | -48.6% | -7.9% | -40.8% | -43.3% |
| 3M | -53.9% | +12.2% | -66.1% | -55.0% |
| 6M | -62.0% | +134.7% | -196.7% | -77.3% |
| YTD | +56.0% | +239.8% | -183.8% | -25.4% |
| 1Y | +50.0% | +192.7% | -142.7% | -21.6% |
| All | +233.2% | +189.1% | +44.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling