+4,921.3%
SOXL vs ATI
+1,154.1%
+3,767.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +3.9% | -5.6% | +9.5% | +9.2% |
| 30D | -14.3% | -13.7% | -0.6% | -2.4% |
| 3M | -45.6% | -0.4% | -45.2% | -42.8% |
| 6M | +117.2% | +26.2% | +91.0% | +97.1% |
| YTD | +189.8% | +73.2% | +116.6% | +106.9% |
| 1Y | +317.7% | +161.6% | +156.1% | +117.1% |
| 3Y | +478.6% | +346.2% | +132.5% | +118.1% |
| 5Y | +169.5% | +1,047.6% | -878.1% | -44.0% |
| All | +4,921.3% | +1,154.1% | +3,767.2% | +1,100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling