+55.9%
SOXL vs AMGN
+64.6%
-8.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.7% | -12.5% | -8.7% |
| 7D | -37.9% | +5.9% | -43.8% | -37.9% |
| 30D | -59.4% | +18.7% | -78.1% | -59.8% |
| 3M | -52.3% | +23.4% | -75.7% | -54.4% |
| 6M | -47.7% | +49.7% | -97.4% | -55.8% |
| YTD | +58.8% | +49.2% | +9.6% | +42.4% |
| 1Y | +55.9% | +65.7% | -9.8% | +28.5% |
| All | +55.9% | +64.6% | -8.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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