-59.9%
SOXL vs ACM
+15.9%
-75.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.1% |
| 7D | +26.9% | +5.6% | +21.2% | +25.0% |
| 30D | -47.2% | +20.8% | -68.1% | -44.4% |
| 3M | -59.9% | +11.4% | -71.3% | -59.4% |
| All | -59.9% | +15.9% | -75.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3mo: compounded portfolio wealth divided by compounded ACM 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…
3mo analysis · Full analysis span regression · Available span rolling