+136.1%
SOXL vs AMGN
+7.7%
+128.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.0% |
| 7D | +18.4% | -11.6% | +30.0% | +15.7% |
| 30D | -3.2% | -5.7% | +2.5% | -5.2% |
| 3M | -37.6% | +14.2% | -51.8% | -45.1% |
| 6M | +136.1% | +5.2% | +130.9% | +153.2% |
| All | +136.1% | +7.7% | +128.4% | +153.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling