+449.8%
SOXL vs AME
+54.6%
+395.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.2% | -5.7% |
| 7D | +8.5% | 0.0% | +8.4% | +8.8% |
| 30D | -13.0% | -8.6% | -4.4% | +12.5% |
| 3M | -35.9% | +5.8% | -41.7% | -37.8% |
| 6M | +112.1% | +3.8% | +108.2% | +130.0% |
| YTD | +175.4% | +14.4% | +161.0% | +142.7% |
| 1Y | +304.9% | +25.8% | +279.1% | +182.5% |
| All | +449.8% | +54.6% | +395.3% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling