-91.6%
SOXS vs AMDL
+108.7%
-200.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +10.2% |
| 7D | +46.7% | -30.7% | +77.4% | +15.6% |
| 30D | +97.0% | -43.8% | +140.7% | +43.8% |
| 3M | +39.5% | -24.5% | +64.1% | +47.9% |
| 6M | -54.9% | +44.7% | -99.6% | +36.3% |
| YTD | -90.4% | +204.0% | -294.4% | -33.5% |
| 1Y | -91.6% | +109.1% | -200.7% | -50.1% |
| All | -91.6% | +108.7% | -200.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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