+9,236.0%
SOXL vs AMD
+5,682.4%
+3,553.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.6% |
| 7D | -23.3% | +6.5% | -29.8% | -23.1% |
| 30D | -59.9% | -15.3% | -44.6% | -45.8% |
| 3M | -56.8% | +9.7% | -66.6% | -54.3% |
| 6M | -68.3% | +13.2% | -81.5% | -60.2% |
| YTD | +33.5% | +140.6% | -107.1% | -19.1% |
| 1Y | +24.8% | +111.2% | -86.4% | -12.1% |
| 3Y | +177.0% | +334.4% | -157.5% | +27.6% |
| 5Y | -0.2% | +268.3% | -268.6% | -22.6% |
| 10Y | +2,054.9% | +8,077.9% | -6,023.0% | +143.4% |
| All | +9,236.0% | +5,682.4% | +3,553.6% | +1,630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling