+438.3%
SOXL vs AMRZ
-20.3%
+458.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -7.0% |
| 7D | +8.5% | -8.1% | +16.6% | +16.0% |
| 30D | -13.0% | -14.8% | +1.9% | -1.0% |
| 3M | -35.9% | -19.7% | -16.2% | -24.2% |
| 6M | +112.1% | -30.8% | +142.9% | +186.9% |
| YTD | +175.4% | -24.3% | +199.7% | +249.3% |
| 1Y | +304.9% | -24.0% | +328.9% | +390.8% |
| All | +438.3% | -20.3% | +458.5% | +528.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling