+466.5%
SOXL vs AMRZ
-20.1%
+486.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -7.5% | +11.4% | +10.5% |
| 30D | -14.3% | -12.4% | -1.9% | -4.7% |
| 3M | -45.6% | -22.4% | -23.2% | -33.8% |
| 6M | +117.2% | -29.5% | +146.7% | +189.7% |
| YTD | +189.8% | -24.1% | +214.0% | +267.0% |
| 1Y | +317.7% | -26.3% | +344.0% | +411.3% |
| All | +466.5% | -20.1% | +486.6% | +559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling