+478.6%
SOXL vs ACM
-22.9%
+501.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.0% |
| 7D | +3.9% | -4.6% | +8.5% | +10.0% |
| 30D | -14.3% | +4.1% | -18.4% | -20.9% |
| 3M | -45.6% | -8.3% | -37.3% | -45.7% |
| 6M | +117.2% | -30.1% | +147.2% | +242.4% |
| YTD | +189.8% | -32.6% | +222.4% | +359.3% |
| 1Y | +317.7% | -49.6% | +367.3% | +1,054.6% |
| 3Y | +478.6% | -23.0% | +501.7% | +654.3% |
| All | +478.6% | -22.9% | +501.5% | +654.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling