+907.7%
ADSK vs SPXL
+7,356.5%
-6,448.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | -10.9% | -6.0% | -4.9% | -8.4% |
| 30D | -15.9% | -5.8% | -10.1% | -13.6% |
| 3M | -4.4% | +10.9% | -15.2% | -9.9% |
| 6M | -16.6% | +31.9% | -48.5% | -28.4% |
| YTD | -28.5% | +25.8% | -54.3% | -37.4% |
| 1Y | -34.6% | +39.8% | -74.4% | -45.9% |
| 3Y | -3.5% | +219.9% | -223.3% | -49.3% |
| 5Y | -25.6% | +141.1% | -166.7% | -58.4% |
| 10Y | +216.6% | +1,223.7% | -1,007.1% | -34.0% |
| All | +907.7% | +7,356.5% | -6,448.9% | -32.7% |
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