+235.7%
SOXL vs AMT
+16.0%
+219.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.1% | +17.9% | +17.7% |
| 7D | -1.0% | -2.4% | +1.4% | -3.1% |
| 30D | -48.6% | +4.2% | -52.8% | -45.6% |
| 3M | -50.3% | +13.4% | -63.7% | -43.5% |
| 6M | -65.3% | +9.4% | -74.7% | -59.5% |
| YTD | +57.2% | +11.7% | +45.5% | +87.3% |
| 1Y | +58.0% | +7.1% | +50.9% | +83.0% |
| All | +235.7% | +16.0% | +219.6% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling