+15,298.8%
SOXL vs AMBA
+818.6%
+14,480.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +5.3% | +17.0% | +17.3% |
| 7D | -17.6% | 0.0% | -17.5% | -13.0% |
| 30D | -59.8% | -8.6% | -51.2% | -52.8% |
| 3M | -59.9% | -29.0% | -30.9% | -40.6% |
| 6M | -68.2% | -19.2% | -49.0% | -57.1% |
| YTD | +33.8% | -13.0% | +46.8% | +73.6% |
| 1Y | +34.7% | -31.3% | +66.0% | +111.0% |
| 3Y | +211.0% | +28.1% | +182.9% | +236.9% |
| 5Y | -8.6% | -69.4% | +60.9% | +267.8% |
| 10Y | +1,924.8% | +7.6% | +1,917.2% | +3,765.4% |
| All | +15,298.8% | +818.6% | +14,480.2% | +12,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling