+126.6%
ADM vs SPXL
+1,102.8%
-976.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | +4.2% | +7.4% | -3.2% | +2.4% |
| 30D | -12.8% | -7.8% | -5.0% | -11.6% |
| 3M | -8.5% | -11.9% | +3.5% | -6.4% |
| 6M | -10.9% | -1.7% | -9.2% | -11.8% |
| YTD | +29.4% | +20.8% | +8.6% | +20.9% |
| 1Y | +27.5% | +25.0% | +2.5% | +17.9% |
| 3Y | +10.3% | +226.1% | -215.8% | -25.1% |
| 5Y | +27.4% | +101.1% | -73.7% | -8.6% |
| All | +126.6% | +1,102.8% | -976.2% | -12.4% |
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