-50.3%
SOXL vs AMDL
+11.3%
-61.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +14.3% | +3.5% | +4.3% |
| 7D | -1.0% | +18.5% | -19.5% | -13.9% |
| 30D | -48.6% | -24.2% | -24.3% | -31.5% |
| 3M | -50.3% | +11.5% | -61.8% | -51.0% |
| All | -50.3% | +11.3% | -61.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3mo: compounded portfolio wealth divided by compounded AMDL 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…
3mo analysis · Full analysis span regression · Available span rolling