+1,299.0%
SOXL vs AVTR
+0.6%
+1,298.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.7% |
| 7D | +3.9% | -1.1% | +4.9% | +4.9% |
| 30D | -14.3% | +6.3% | -20.6% | -19.8% |
| 3M | -45.6% | +53.3% | -98.9% | -68.3% |
| 6M | +117.2% | +78.6% | +38.5% | +7.8% |
| YTD | +189.8% | +29.2% | +160.6% | +95.6% |
| 1Y | +317.7% | +13.8% | +303.9% | +190.8% |
| 3Y | +478.6% | -27.4% | +506.1% | +516.5% |
| 5Y | +169.5% | -65.0% | +234.5% | +682.7% |
| All | +1,299.0% | +0.6% | +1,298.4% | +1,568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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