+156.1%
SOXL vs AMT
-31.8%
+187.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -7.7% |
| 7D | +8.5% | -2.7% | +11.1% | +9.2% |
| 30D | -13.0% | +2.0% | -15.0% | -13.6% |
| 3M | -35.9% | -9.3% | -26.6% | -34.7% |
| 6M | +112.1% | -5.2% | +117.3% | +109.2% |
| YTD | +175.4% | +0.5% | +175.0% | +160.0% |
| 1Y | +304.9% | -7.3% | +312.1% | +296.3% |
| 3Y | +448.6% | +6.2% | +442.3% | +247.4% |
| 5Y | +156.1% | -31.2% | +187.3% | +210.1% |
| All | +156.1% | -31.8% | +187.9% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling