-25.4%
SOXL vs AMBA
-70.4%
+45.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +6.1% | +6.4% | +5.0% |
| 7D | -40.3% | -7.2% | -33.1% | -30.7% |
| 30D | -71.1% | -10.4% | -60.7% | -64.3% |
| 3M | -65.2% | -30.1% | -35.1% | -42.3% |
| 6M | -72.3% | -22.4% | -49.8% | -60.0% |
| YTD | +9.4% | -17.3% | +26.8% | +47.4% |
| 1Y | +7.0% | -35.4% | +42.3% | +86.2% |
| 3Y | +156.4% | +18.6% | +137.8% | +129.8% |
| All | -25.4% | -70.4% | +45.0% | +214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling