-100.0%
SOXS vs AMDL
+117.8%
-217.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.7% | -16.6% | +4.8% |
| 7D | -15.6% | +19.9% | -35.5% | -0.4% |
| 30D | +4.8% | +6.3% | -1.5% | +15.7% |
| 3M | -21.6% | -9.9% | -11.7% | +20.0% |
| 6M | -99.3% | +394.3% | -493.6% | -84.6% |
| YTD | -99.5% | +257.3% | -356.8% | -89.6% |
| 1Y | -99.8% | +508.5% | -608.3% | -90.2% |
| All | -100.0% | +117.8% | -217.8% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling