+19,165.6%
SOXL vs AMP
+1,723.6%
+17,442.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.5% |
| 7D | +8.5% | -2.0% | +10.5% | +11.8% |
| 30D | -13.0% | -1.7% | -11.3% | -11.5% |
| 3M | -35.9% | +23.2% | -59.1% | -57.7% |
| 6M | +112.1% | +22.2% | +89.9% | +41.3% |
| YTD | +175.4% | +14.0% | +161.4% | +100.0% |
| 1Y | +304.9% | +14.0% | +290.9% | +196.3% |
| 3Y | +448.6% | +67.0% | +381.6% | +160.0% |
| 5Y | +156.1% | +123.2% | +32.9% | +5.1% |
| 10Y | +4,957.3% | +578.5% | +4,378.8% | +362.7% |
| All | +19,165.6% | +1,723.6% | +17,442.0% | +464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling