-70.5%
SOXL vs AMD
+11.9%
-82.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.9% | +14.7% | +7.2% | -8.0% |
| 7D | -23.3% | +6.5% | -29.8% | -28.2% |
| 30D | -59.9% | -15.3% | -44.6% | -35.4% |
| 3M | -56.8% | +9.7% | -66.6% | -59.8% |
| All | -70.5% | +11.9% | -82.4% | -67.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling