+168.9%
SOXL vs AMD
+338.6%
-169.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.7% | +5.2% | +2.3% |
| 7D | +5.3% | +2.6% | +2.8% | +1.5% |
| 30D | -11.2% | -0.9% | -10.3% | -9.5% |
| 3M | -55.4% | -8.7% | -46.6% | -36.0% |
| 6M | +107.1% | +136.3% | -29.2% | -31.2% |
| YTD | +179.0% | +123.0% | +56.0% | -2.3% |
| 1Y | +357.4% | +195.2% | +162.2% | -8.2% |
| 3Y | +397.5% | +336.3% | +61.1% | -33.7% |
| All | +168.9% | +338.6% | -169.7% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling