+357.4%
SOXL vs AME
+29.8%
+327.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +5.2% |
| 7D | +5.3% | +0.6% | +4.7% | +3.7% |
| 30D | -11.2% | -6.7% | -4.5% | +11.2% |
| 3M | -55.4% | +4.1% | -59.4% | -54.5% |
| 6M | +107.1% | +1.6% | +105.6% | +127.6% |
| YTD | +179.0% | +16.1% | +162.9% | +150.8% |
| 1Y | +357.4% | +27.3% | +330.0% | +280.4% |
| All | +357.4% | +29.8% | +327.6% | +280.4% |
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