+357.4%
SOXL vs ATI
+176.2%
+181.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +4.8% |
| 7D | +5.3% | -0.1% | +5.4% | +5.5% |
| 30D | -11.2% | +2.7% | -13.9% | -16.2% |
| 3M | -55.4% | +16.3% | -71.7% | -61.9% |
| 6M | +107.1% | +30.2% | +77.0% | +53.1% |
| YTD | +179.0% | +83.6% | +95.5% | +42.1% |
| 1Y | +357.4% | +173.0% | +184.4% | +70.5% |
| All | +357.4% | +176.2% | +181.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling