+20,415.5%
SOXL vs AME
+1,400.7%
+19,014.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +16.4% | +2.8% | +13.6% | +9.6% |
| 30D | -12.1% | -6.3% | -5.8% | +2.5% |
| 3M | -41.7% | +5.4% | -47.1% | -42.7% |
| 6M | +157.4% | +7.4% | +150.0% | +159.4% |
| YTD | +193.3% | +16.2% | +177.1% | +155.1% |
| 1Y | +355.3% | +26.8% | +328.5% | +224.5% |
| 3Y | +484.2% | +57.5% | +426.6% | +209.5% |
| 5Y | +182.7% | +84.8% | +97.8% | +45.8% |
| 10Y | +4,692.2% | +424.3% | +4,267.9% | +405.3% |
| All | +20,415.5% | +1,400.7% | +19,014.8% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling