+20,848.2%
SOXL vs AWK
+875.4%
+19,972.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +18.4% | +0.6% | +17.8% | +17.8% |
| 30D | -3.2% | +4.3% | -7.5% | -7.3% |
| 3M | -37.6% | +12.5% | -50.1% | -46.3% |
| 6M | +136.1% | +3.3% | +132.8% | +111.6% |
| YTD | +199.5% | +9.8% | +189.7% | +149.3% |
| 1Y | +363.2% | +2.9% | +360.3% | +295.9% |
| 3Y | +496.5% | +9.6% | +486.9% | +282.3% |
| 5Y | +184.8% | -16.7% | +201.5% | +168.1% |
| 10Y | +5,399.0% | +136.1% | +5,262.9% | +1,408.9% |
| All | +20,848.2% | +875.4% | +19,972.8% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling