+200.3%
SOXL vs AMDL
+131.0%
+69.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | -2.7% |
| 7D | +18.4% | +29.0% | -10.6% | -3.7% |
| 30D | -3.2% | +19.1% | -22.3% | -16.7% |
| 3M | -37.6% | +1.8% | -39.4% | -34.3% |
| 6M | +136.1% | +374.4% | -238.3% | -22.6% |
| YTD | +199.5% | +278.9% | -79.4% | +5.5% |
| 1Y | +363.2% | +510.6% | -147.3% | -7.5% |
| All | +200.3% | +131.0% | +69.3% | +2.2% |
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