+67.1%
ADM vs SPXL
+137.2%
-70.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +8.2% | -5.0% | +13.2% | +9.0% |
| 3M | +8.7% | +7.6% | +1.1% | +7.0% |
| 6M | +29.1% | +33.6% | -4.5% | +22.2% |
| YTD | +53.7% | +28.1% | +25.6% | +46.2% |
| 1Y | +43.2% | +43.6% | -0.4% | +33.0% |
| 3Y | +21.4% | +225.8% | -204.4% | -7.5% |
| 5Y | +67.1% | +140.1% | -73.0% | +25.6% |
| All | +67.1% | +137.2% | -70.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling