+196.5%
SOXL vs ACM
-9.1%
+205.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.7% |
| 7D | +26.9% | +5.6% | +21.2% | +19.5% |
| 30D | -47.2% | +20.8% | -68.1% | -57.7% |
| 3M | -59.9% | +11.4% | -71.3% | -65.7% |
| 6M | -68.3% | +0.9% | -69.3% | -71.3% |
| YTD | +38.8% | -24.8% | +63.7% | +92.8% |
| 1Y | +48.8% | -46.4% | +95.2% | +301.3% |
| 3Y | +196.5% | -9.2% | +205.7% | +219.6% |
| All | +196.5% | -9.1% | +205.6% | +219.6% |
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