+382.0%
ADM vs SPXL
+7,227.9%
-6,846.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.5% | +1.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.8% |
| 30D | -11.8% | -8.8% | -3.0% | -10.1% |
| 3M | -11.3% | -7.4% | -3.9% | -10.2% |
| 6M | -10.0% | +1.8% | -11.8% | -12.0% |
| YTD | +25.9% | +23.6% | +2.3% | +15.3% |
| 1Y | +26.7% | +21.7% | +4.9% | +16.2% |
| 3Y | +8.1% | +232.4% | -224.3% | -31.1% |
| 5Y | +23.5% | +110.4% | -86.9% | -17.6% |
| 10Y | +128.2% | +1,140.4% | -1,012.2% | -29.4% |
| All | +382.0% | +7,227.9% | -6,846.0% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling