-68.3%
SOXL vs AMT
+10.6%
-79.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -9.1% |
| 7D | +26.9% | +1.5% | +25.4% | +30.9% |
| 30D | -47.2% | +6.8% | -54.1% | -37.9% |
| 3M | -59.9% | +11.2% | -71.1% | -50.4% |
| 6M | -68.3% | +12.5% | -80.8% | -53.2% |
| All | -68.3% | +10.6% | -79.0% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling