+156.4%
SOXL vs AMBA
+16.7%
+139.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +6.1% | +6.4% | +5.1% |
| 7D | -40.3% | -7.2% | -33.1% | -30.8% |
| 30D | -71.1% | -10.4% | -60.7% | -64.4% |
| 3M | -65.2% | -30.1% | -35.1% | -42.8% |
| 6M | -72.3% | -22.4% | -49.8% | -60.3% |
| YTD | +9.4% | -17.3% | +26.8% | +45.8% |
| 1Y | +7.0% | -35.4% | +42.3% | +83.8% |
| 3Y | +156.4% | +18.6% | +137.8% | +129.2% |
| All | +156.4% | +16.7% | +139.7% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 3y: compounded portfolio wealth divided by compounded AMBA 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…
3y analysis · Full analysis span regression · 6 months rolling