+2,202.2%
SOXL vs AMT
+134.2%
+2,068.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | +60.3% | -2.2% | +62.5% | +62.5% |
| 30D | -48.6% | +5.8% | -54.4% | -51.7% |
| 3M | -53.9% | +12.6% | -66.4% | -59.2% |
| 6M | -62.0% | +8.3% | -70.3% | -68.0% |
| YTD | +56.0% | +11.4% | +44.6% | +23.9% |
| 1Y | +50.0% | +7.7% | +42.3% | +23.1% |
| 3Y | +223.8% | +14.8% | +209.0% | +79.2% |
| 5Y | +6.7% | -18.0% | +24.6% | 0.0% |
| All | +2,202.2% | +134.2% | +2,068.0% | +968.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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