+5,399.0%
SOXL vs AMAT
+1,668.3%
+3,730.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.8% |
| 7D | +18.4% | +6.9% | +11.4% | +3.4% |
| 30D | -3.2% | -10.1% | +6.9% | +20.3% |
| 3M | -37.6% | -6.0% | -31.6% | -21.6% |
| 6M | +136.1% | +38.6% | +97.4% | +54.3% |
| YTD | +199.5% | +83.1% | +116.4% | +12.6% |
| 1Y | +363.2% | +188.3% | +174.9% | -27.8% |
| 3Y | +496.5% | +225.3% | +271.1% | +16.7% |
| 5Y | +184.8% | +262.0% | -77.1% | -18.9% |
| 10Y | +5,399.0% | +1,707.5% | +3,691.5% | +53.0% |
| All | +5,399.0% | +1,668.3% | +3,730.7% | +53.0% |
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