+55.9%
SOXL vs AME
+21.1%
+34.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.2% | +8.6% |
| 7D | -37.9% | -4.4% | -33.4% | -24.7% |
| 30D | -59.4% | -5.9% | -53.5% | -46.3% |
| 3M | -52.3% | -6.5% | -45.8% | -33.5% |
| 6M | -47.7% | +3.2% | -50.9% | -40.5% |
| YTD | +58.8% | +16.0% | +42.7% | +21.4% |
| 1Y | +55.9% | +20.4% | +35.5% | +7.8% |
| All | +55.9% | +21.1% | +34.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling