+449.8%
SOXL vs ABT
+9.1%
+440.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.3% | -8.9% |
| 7D | +8.5% | -5.0% | +13.4% | +5.7% |
| 30D | -13.0% | -5.8% | -7.2% | -15.3% |
| 3M | -35.9% | +16.7% | -52.7% | -31.3% |
| 6M | +112.1% | -5.2% | +117.3% | +134.7% |
| YTD | +175.4% | -16.0% | +191.4% | +206.7% |
| 1Y | +304.9% | -18.3% | +323.1% | +351.3% |
| All | +449.8% | +9.1% | +440.7% | +593.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling