+1,345.6%
SOXL vs AVTR
+1.1%
+1,344.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +4.5% |
| 7D | +18.4% | +1.6% | +16.8% | +16.2% |
| 30D | -3.2% | +8.4% | -11.6% | -10.9% |
| 3M | -37.6% | +50.2% | -87.7% | -62.8% |
| 6M | +136.1% | +82.6% | +53.5% | +14.6% |
| YTD | +199.5% | +29.8% | +169.6% | +101.2% |
| 1Y | +363.2% | +16.0% | +347.3% | +215.4% |
| 3Y | +496.5% | -26.4% | +522.9% | +525.7% |
| 5Y | +184.8% | -64.5% | +249.3% | +713.1% |
| All | +1,345.6% | +1.1% | +1,344.5% | +1,616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling