+162.3%
SOXL vs AMP
+122.1%
+40.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +3.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.8% |
| 30D | -14.3% | -1.3% | -13.0% | -13.2% |
| 3M | -45.6% | +24.2% | -69.8% | -68.5% |
| 6M | +117.2% | +24.6% | +92.6% | +23.0% |
| YTD | +189.8% | +14.8% | +175.0% | +85.3% |
| 1Y | +317.7% | +12.8% | +305.0% | +178.9% |
| 3Y | +478.6% | +69.0% | +409.7% | +74.0% |
| All | +162.3% | +122.1% | +40.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling