-100.0%
SOXS vs AMDL
+95.0%
-195.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +9.2% | -19.4% | -2.5% |
| 7D | -7.0% | +4.5% | -11.5% | -2.4% |
| 30D | +2.8% | -4.4% | +7.2% | +3.3% |
| 3M | -9.8% | -30.5% | +20.6% | +19.2% |
| 6M | -99.2% | +300.9% | -400.1% | -83.9% |
| YTD | -99.5% | +219.9% | -319.4% | -90.1% |
| 1Y | -99.8% | +374.7% | -474.5% | -92.2% |
| All | -100.0% | +95.0% | -195.0% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling