+20,415.5%
SOXL vs ABT
+473.3%
+19,942.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +8.8% |
| 7D | +16.4% | -3.1% | +19.5% | +21.3% |
| 30D | -12.1% | -2.1% | -10.0% | -11.1% |
| 3M | -41.7% | +17.4% | -59.1% | -61.2% |
| 6M | +157.4% | -2.4% | +159.8% | +117.3% |
| YTD | +193.3% | -14.2% | +207.5% | +196.8% |
| 1Y | +355.3% | -18.3% | +373.7% | +379.9% |
| 3Y | +484.2% | +11.5% | +472.6% | +188.9% |
| 5Y | +182.7% | -9.9% | +192.6% | +139.8% |
| 10Y | +4,692.2% | +204.4% | +4,487.9% | +532.3% |
| All | +20,415.5% | +473.3% | +19,942.1% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling