+182.7%
SOXL vs AMBA
-53.5%
+236.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.0% |
| 7D | +16.4% | -6.4% | +22.8% | +25.3% |
| 30D | -12.1% | -26.8% | +14.7% | +27.3% |
| 3M | -41.7% | -7.6% | -34.1% | -36.6% |
| 6M | +157.4% | +21.2% | +136.2% | +108.8% |
| YTD | +193.3% | -10.4% | +203.7% | +231.9% |
| 1Y | +355.3% | -24.4% | +379.8% | +513.5% |
| 3Y | +484.2% | +6.0% | +478.2% | +469.1% |
| 5Y | +182.7% | -53.9% | +236.5% | +628.9% |
| All | +182.7% | -53.5% | +236.2% | +628.9% |
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