+10,813.1%
SOXL vs AMAT
+3,847.2%
+6,965.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +6.5% |
| 7D | +60.3% | +19.3% | +41.0% | +14.1% |
| 30D | -48.6% | -17.9% | -30.7% | -10.0% |
| 3M | -53.9% | -30.4% | -23.4% | +13.5% |
| 6M | -62.0% | -11.4% | -50.5% | -31.9% |
| YTD | +56.0% | +48.8% | +7.3% | +5.7% |
| 1Y | +50.0% | +66.0% | -16.0% | -16.9% |
| 3Y | +223.8% | +158.8% | +65.0% | +17.4% |
| 5Y | +6.7% | +153.2% | -146.5% | -26.7% |
| 10Y | +2,163.6% | +1,370.6% | +793.0% | +1.4% |
| All | +10,813.1% | +3,847.2% | +6,965.9% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling