+171.7%
ADM vs SPXL
+1,239.4%
-1,067.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +3.0% | -6.0% | +9.0% | +4.5% |
| 30D | +8.7% | -5.8% | +14.5% | +10.1% |
| 3M | +7.6% | +10.9% | -3.2% | +4.4% |
| 6M | +26.9% | +31.9% | -5.0% | +17.1% |
| YTD | +54.3% | +25.8% | +28.5% | +43.7% |
| 1Y | +45.7% | +39.8% | +5.9% | +31.3% |
| 3Y | +21.9% | +219.9% | -197.9% | -16.4% |
| 5Y | +67.2% | +141.1% | -73.9% | +14.4% |
| All | +171.7% | +1,239.4% | -1,067.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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