-99.7%
SOXS vs AMDL
+418.8%
-518.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.7% | +14.8% | +2.9% |
| 7D | -9.4% | +20.7% | -30.1% | +6.9% |
| 30D | +6.2% | +9.4% | -3.3% | +19.6% |
| 3M | -28.0% | +5.6% | -33.7% | +18.4% |
| 6M | -99.2% | +340.3% | -439.5% | -89.8% |
| YTD | -99.5% | +253.6% | -353.1% | -93.5% |
| 1Y | -99.7% | +443.4% | -543.1% | -96.2% |
| All | -99.7% | +418.8% | -518.5% | -96.2% |
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