+20,415.5%
SOXL vs ATI
+382.4%
+20,033.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +6.4% |
| 7D | +16.4% | +3.2% | +13.2% | +13.5% |
| 30D | -12.1% | -9.0% | -3.1% | -4.6% |
| 3M | -41.7% | +15.1% | -56.8% | -45.2% |
| 6M | +157.4% | +38.1% | +119.3% | +117.6% |
| YTD | +193.3% | +80.7% | +112.6% | +102.1% |
| 1Y | +355.3% | +167.5% | +187.8% | +131.5% |
| 3Y | +484.2% | +366.0% | +118.2% | +110.3% |
| 5Y | +182.7% | +1,088.8% | -906.1% | -47.0% |
| 10Y | +4,692.2% | +1,055.0% | +3,637.3% | +667.1% |
| All | +20,415.5% | +382.4% | +20,033.1% | +6,675.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling