+154.4%
SOXL vs AMD
+293.5%
-139.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +11.0% | +1.4% | -5.2% |
| 7D | -40.3% | -11.0% | -29.3% | -23.0% |
| 30D | -71.1% | -30.5% | -40.6% | -41.3% |
| 3M | -65.2% | -8.2% | -57.0% | -53.3% |
| 6M | -72.3% | +6.6% | -78.8% | -61.7% |
| YTD | +9.4% | +109.7% | -100.2% | -45.3% |
| 1Y | +7.0% | +88.9% | -82.0% | -36.4% |
| All | +154.4% | +293.5% | -139.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMD.
Daily Out/Under-Performance
Portfolio return minus AMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMD 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 AMD 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