+7,555.7%
SOXL vs AMD
+4,939.7%
+2,615.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +11.0% | +1.4% | +0.7% |
| 7D | -40.3% | -11.0% | -29.3% | -27.9% |
| 30D | -71.1% | -30.5% | -40.6% | -52.1% |
| 3M | -65.2% | -8.2% | -57.0% | -55.8% |
| 6M | -72.3% | +6.6% | -78.8% | -62.9% |
| YTD | +9.4% | +109.7% | -100.2% | -23.9% |
| 1Y | +7.0% | +88.9% | -82.0% | -15.7% |
| 3Y | +156.4% | +301.8% | -145.4% | +28.5% |
| 5Y | -22.2% | +229.4% | -251.5% | -32.3% |
| 10Y | +1,682.4% | +6,745.1% | -5,062.7% | +137.2% |
| All | +7,555.7% | +4,939.7% | +2,615.9% | +1,527.8% |
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 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