+20,848.2%
SOXL vs AMGN
+920.8%
+19,927.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.7% |
| 7D | +18.4% | -11.6% | +30.0% | +35.4% |
| 30D | -3.2% | -5.7% | +2.5% | +0.4% |
| 3M | -37.6% | +14.2% | -51.8% | -51.6% |
| 6M | +136.1% | +5.2% | +130.9% | +102.9% |
| YTD | +199.5% | +22.0% | +177.5% | +106.4% |
| 1Y | +363.2% | +43.6% | +319.6% | +151.5% |
| 3Y | +496.5% | +65.0% | +431.5% | +146.6% |
| 5Y | +184.8% | +112.0% | +72.8% | -21.2% |
| 10Y | +5,399.0% | +216.6% | +5,182.4% | +960.2% |
| All | +20,848.2% | +920.8% | +19,927.4% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling