+2,054.9%
SOXL vs AMAT
+1,318.9%
+736.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -1.3% |
| 7D | -23.3% | -2.5% | -20.9% | -11.6% |
| 30D | -59.9% | -26.5% | -33.4% | -13.4% |
| 3M | -56.8% | -28.6% | -28.3% | +0.1% |
| 6M | -68.3% | -14.2% | -54.0% | -39.4% |
| YTD | +33.5% | +45.5% | -12.0% | -6.2% |
| 1Y | +24.8% | +59.3% | -34.6% | -25.4% |
| 3Y | +177.0% | +153.1% | +23.9% | +3.6% |
| 5Y | -0.2% | +158.2% | -158.4% | -35.6% |
| 10Y | +2,054.9% | +1,370.8% | +684.1% | +6.2% |
| All | +2,054.9% | +1,318.9% | +736.0% | +6.2% |
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