+179.8%
SOXL vs AMDL
+95.0%
+84.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.2% | +0.7% | +2.6% |
| 7D | +5.3% | +4.5% | +0.8% | +1.9% |
| 30D | -11.2% | -4.4% | -6.8% | -8.7% |
| 3M | -55.4% | -30.5% | -24.9% | -34.8% |
| 6M | +107.1% | +300.9% | -193.8% | -21.6% |
| YTD | +179.0% | +219.9% | -40.9% | +13.0% |
| 1Y | +357.4% | +374.7% | -17.3% | +10.8% |
| All | +179.8% | +95.0% | +84.8% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling