+1,948.9%
SOXL vs AMAT
+1,302.1%
+646.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.7% | -8.3% | -5.4% |
| 7D | +26.9% | +11.4% | +15.5% | +3.8% |
| 30D | -47.2% | -17.0% | -30.2% | -9.7% |
| 3M | -59.9% | -30.6% | -29.2% | +0.1% |
| 6M | -68.3% | -14.9% | -53.4% | -38.2% |
| YTD | +38.8% | +44.7% | -5.8% | -0.3% |
| 1Y | +48.8% | +66.9% | -18.1% | -18.7% |
| 3Y | +196.5% | +153.3% | +43.2% | +11.9% |
| 5Y | -5.0% | +146.2% | -151.3% | -32.3% |
| All | +1,948.9% | +1,302.1% | +646.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 10y: compounded portfolio wealth divided by compounded AMAT 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…
10y analysis · Full analysis span regression · 6 months rolling