+484.2%
SOXL vs AMT
+6.7%
+477.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +16.4% | -0.2% | +16.6% | +16.3% |
| 30D | -12.1% | +1.8% | -14.0% | -10.7% |
| 3M | -41.7% | -6.2% | -35.5% | -40.8% |
| 6M | +157.4% | -5.0% | +162.4% | +164.4% |
| YTD | +193.3% | +2.1% | +191.2% | +212.8% |
| 1Y | +355.3% | -5.7% | +361.1% | +372.6% |
| 3Y | +484.2% | +7.9% | +476.2% | +455.5% |
| All | +484.2% | +6.7% | +477.4% | +455.5% |
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