+9,612.4%
SOXL vs AMT
+528.2%
+9,084.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.0% |
| 7D | +26.9% | +1.5% | +25.4% | +24.9% |
| 30D | -47.2% | +6.8% | -54.1% | -52.1% |
| 3M | -59.9% | +11.2% | -71.1% | -65.7% |
| 6M | -68.3% | +12.5% | -80.8% | -75.9% |
| YTD | +38.8% | +12.5% | +26.3% | +1.0% |
| 1Y | +48.8% | +10.1% | +38.7% | +10.7% |
| 3Y | +196.5% | +16.0% | +180.5% | +44.6% |
| 5Y | -5.0% | -17.2% | +12.1% | -19.5% |
| 10Y | +1,914.5% | +135.2% | +1,779.3% | +294.9% |
| All | +9,612.4% | +528.2% | +9,084.2% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling