+156.1%
SOXL vs ATI
+1,021.8%
-865.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.4% | -3.6% |
| 7D | +8.5% | -2.7% | +11.2% | +12.4% |
| 30D | -13.0% | -13.5% | +0.5% | +4.4% |
| 3M | -35.9% | +8.5% | -44.4% | -37.7% |
| 6M | +112.1% | +25.2% | +86.9% | +82.6% |
| YTD | +175.4% | +73.4% | +102.0% | +67.3% |
| 1Y | +304.9% | +160.5% | +144.4% | +57.7% |
| 3Y | +448.6% | +347.3% | +101.3% | +25.6% |
| 5Y | +156.1% | +1,049.0% | -892.9% | -71.8% |
| All | +156.1% | +1,021.8% | -865.7% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling