+4,671.5%
SOXL vs AVAV
+520.8%
+4,150.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.5% | -12.5% | -10.7% |
| 7D | +8.5% | -0.1% | +8.5% | +7.9% |
| 30D | -13.0% | -25.0% | +12.0% | +2.9% |
| 3M | -35.9% | -15.0% | -21.0% | -32.2% |
| 6M | +112.1% | -33.6% | +145.7% | +156.6% |
| YTD | +175.4% | -39.2% | +214.6% | +223.9% |
| 1Y | +304.9% | -40.5% | +345.3% | +380.1% |
| 3Y | +448.6% | +29.6% | +419.0% | +251.7% |
| 5Y | +156.1% | +56.7% | +99.4% | +32.5% |
| All | +4,671.5% | +520.8% | +4,150.7% | +1,084.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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