+55.9%
SOXL vs ADSK
-10.6%
+66.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.0% | -15.9% | -1.8% |
| 7D | -37.9% | +11.4% | -49.3% | -29.5% |
| 30D | -59.4% | +21.9% | -81.3% | -49.6% |
| 3M | -52.3% | +13.9% | -66.2% | -41.9% |
| 6M | -47.7% | +9.1% | -56.8% | -25.4% |
| YTD | +58.8% | -8.8% | +67.5% | +182.0% |
| 1Y | +55.9% | -10.2% | +66.1% | +190.4% |
| All | +55.9% | -10.6% | +66.5% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling