-100.0%
SOXS vs AMDL
+115.6%
-215.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.7% | +14.8% | +2.6% |
| 7D | -9.4% | +20.7% | -30.1% | +8.0% |
| 30D | +6.2% | +9.4% | -3.3% | +20.4% |
| 3M | -28.0% | +5.6% | -33.7% | +24.2% |
| 6M | -99.2% | +340.3% | -439.5% | -82.7% |
| YTD | -99.5% | +253.6% | -353.1% | -89.0% |
| 1Y | -99.7% | +443.4% | -543.1% | -90.0% |
| All | -100.0% | +115.6% | -215.5% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling