+4,921.3%
SOXL vs ABT
+201.3%
+4,720.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +7.0% |
| 7D | +3.9% | -5.9% | +9.8% | +12.2% |
| 30D | -14.3% | -8.1% | -6.2% | -5.9% |
| 3M | -45.6% | +14.5% | -60.1% | -61.6% |
| 6M | +117.2% | -6.3% | +123.5% | +98.7% |
| YTD | +189.8% | -17.1% | +207.0% | +213.6% |
| 1Y | +317.7% | -21.4% | +339.1% | +374.8% |
| 3Y | +478.6% | +5.9% | +472.7% | +214.5% |
| 5Y | +169.5% | -12.8% | +182.3% | +144.3% |
| All | +4,921.3% | +201.3% | +4,720.0% | +864.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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