+182.7%
SOXL vs AMAT
+263.1%
-80.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | -3.4% |
| 7D | +16.4% | +7.0% | +9.4% | +0.8% |
| 30D | -12.1% | -12.2% | +0.1% | +16.2% |
| 3M | -41.7% | -3.8% | -37.9% | -31.3% |
| 6M | +157.4% | +45.9% | +111.5% | +41.1% |
| YTD | +193.3% | +84.6% | +108.7% | -4.1% |
| 1Y | +355.3% | +193.4% | +162.0% | -44.5% |
| 3Y | +484.2% | +228.1% | +256.1% | -16.4% |
| 5Y | +182.7% | +268.9% | -86.3% | -46.4% |
| All | +182.7% | +263.1% | -80.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling