-50.3%
SOXL vs AMT
+14.1%
-64.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.1% | +17.9% | +17.7% |
| 7D | -1.0% | -2.4% | +1.4% | -3.3% |
| 30D | -48.6% | +4.2% | -52.8% | -45.7% |
| 3M | -50.3% | +13.4% | -63.7% | -43.9% |
| All | -50.3% | +14.1% | -64.4% | -43.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling