+4,921.3%
SOXL vs AMT
+109.6%
+4,811.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +3.1% |
| 7D | +3.9% | +1.1% | +2.7% | +3.1% |
| 30D | -14.3% | +4.4% | -18.7% | -17.5% |
| 3M | -45.6% | -5.2% | -40.5% | -46.2% |
| 6M | +117.2% | -0.8% | +118.0% | +100.1% |
| YTD | +189.8% | +3.3% | +186.6% | +150.7% |
| 1Y | +317.7% | -6.0% | +323.8% | +287.9% |
| 3Y | +478.6% | +9.6% | +469.0% | +232.7% |
| 5Y | +169.5% | -29.2% | +198.7% | +201.9% |
| All | +4,921.3% | +109.6% | +4,811.7% | +2,496.9% |
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