+57.6%
SOXL vs AMDL
+119.6%
-62.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +14.3% | +3.5% | +6.1% |
| 7D | -1.0% | +18.5% | -19.5% | -11.8% |
| 30D | -48.6% | -24.2% | -24.3% | -32.8% |
| 3M | -50.3% | +11.5% | -61.8% | -52.5% |
| 6M | -65.3% | -1.0% | -64.3% | -58.9% |
| YTD | +57.2% | +260.3% | -203.1% | -39.2% |
| 1Y | +58.0% | +178.2% | -120.1% | -26.6% |
| All | +57.6% | +119.6% | -62.0% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling