+42.5%
SOXL vs AJG
+16.3%
+26.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | +2.9% |
| 7D | -37.9% | +10.7% | -48.6% | -20.3% |
| 30D | -59.4% | +26.9% | -86.3% | -28.3% |
| 3M | -52.3% | +16.6% | -68.9% | -25.4% |
| 6M | -47.7% | +40.1% | -87.8% | +27.1% |
| YTD | +58.8% | +12.4% | +46.3% | +220.8% |
| All | +42.5% | +16.3% | +26.2% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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