+162.3%
SOXL vs AJG
+74.4%
+87.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +5.6% |
| 7D | +3.9% | -8.3% | +12.1% | +6.8% |
| 30D | -14.3% | -5.7% | -8.6% | -13.3% |
| 3M | -45.6% | +9.1% | -54.7% | -52.4% |
| 6M | +117.2% | +15.2% | +102.0% | +73.9% |
| YTD | +189.8% | -6.3% | +196.1% | +174.3% |
| 1Y | +317.7% | -19.1% | +336.9% | +356.1% |
| 3Y | +478.6% | +8.2% | +470.4% | +193.4% |
| All | +162.3% | +74.4% | +87.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling