+10,813.1%
SOXL vs AMT
+522.2%
+10,291.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.5% |
| 7D | +60.3% | -2.2% | +62.5% | +63.3% |
| 30D | -48.6% | +5.8% | -54.4% | -52.8% |
| 3M | -53.9% | +12.6% | -66.4% | -61.0% |
| 6M | -62.0% | +8.3% | -70.3% | -69.9% |
| YTD | +56.0% | +11.4% | +44.6% | +14.7% |
| 1Y | +50.0% | +7.7% | +42.3% | +14.6% |
| 3Y | +223.8% | +14.8% | +209.0% | +59.9% |
| 5Y | +6.7% | -18.0% | +24.6% | -8.6% |
| 10Y | +2,163.6% | +133.0% | +2,030.6% | +348.6% |
| All | +10,813.1% | +522.2% | +10,291.0% | +268.2% |
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 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