+357.4%
SOXL vs AMGN
+57.8%
+299.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +10.2% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | -11.2% | +7.8% | -19.0% | -13.7% |
| 3M | -55.4% | +27.3% | -82.6% | -60.6% |
| 6M | +107.1% | +16.8% | +90.3% | +91.8% |
| YTD | +179.0% | +36.3% | +142.7% | +145.2% |
| 1Y | +357.4% | +60.4% | +296.9% | +264.4% |
| All | +357.4% | +57.8% | +299.6% | +264.4% |
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