+55.9%
SOXL vs AZN
+18.4%
+37.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -6.7% |
| 7D | -37.9% | +11.5% | -49.4% | -31.9% |
| 30D | -59.4% | +20.8% | -80.2% | -53.6% |
| 3M | -52.3% | +21.5% | -73.8% | -45.0% |
| 6M | -47.7% | +3.0% | -50.7% | -41.3% |
| YTD | +58.8% | +3.9% | +54.9% | +78.8% |
| 1Y | +55.9% | +16.4% | +39.5% | +90.7% |
| All | +55.9% | +18.4% | +37.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling