-99.1%
SOXS vs AMDL
+92.1%
-191.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +2.6% |
| 7D | +3.2% | +5.4% | -2.2% | +31.5% |
| 30D | +61.0% | -36.6% | +97.6% | +58.3% |
| 3M | +24.0% | -1.0% | +25.0% | +97.7% |
| 6M | -35.9% | -12.1% | -23.8% | +68.2% |
| YTD | -90.9% | +215.1% | -306.0% | -4.0% |
| 1Y | -91.5% | +130.4% | -221.9% | -22.8% |
| All | -99.1% | +92.1% | -191.2% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling