+478.6%
SOXL vs AWK
+7.8%
+470.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +3.5% |
| 7D | +3.9% | -2.1% | +6.0% | +1.4% |
| 30D | -14.3% | +2.1% | -16.4% | -11.4% |
| 3M | -45.6% | +11.4% | -57.0% | -36.2% |
| 6M | +117.2% | +3.9% | +113.3% | +146.6% |
| YTD | +189.8% | +7.7% | +182.1% | +242.0% |
| 1Y | +317.7% | +1.3% | +316.4% | +378.8% |
| 3Y | +478.6% | +7.2% | +471.5% | +600.2% |
| All | +478.6% | +7.8% | +470.8% | +600.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling