+194.1%
SOXL vs AMDL
+117.8%
+76.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.7% | -6.6% | -4.1% |
| 7D | +16.4% | +19.9% | -3.6% | +0.5% |
| 30D | -12.1% | +6.3% | -18.4% | -17.0% |
| 3M | -41.7% | -9.9% | -31.8% | -32.6% |
| 6M | +157.4% | +394.3% | -236.9% | -17.7% |
| YTD | +193.3% | +257.3% | -64.0% | +8.3% |
| 1Y | +355.3% | +508.5% | -153.2% | -9.4% |
| All | +194.1% | +117.8% | +76.3% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling