+891.4%
AMGN vs SPXL
+7,605.2%
-6,713.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -9.7% |
| 7D | -10.3% | +1.5% | -11.7% | -10.5% |
| 30D | -3.8% | -3.7% | -0.1% | -2.9% |
| 3M | +14.4% | +8.1% | +6.3% | +11.8% |
| 6M | +7.8% | +39.0% | -31.2% | -1.3% |
| YTD | +22.6% | +29.9% | -7.4% | +13.7% |
| 1Y | +44.2% | +46.6% | -2.4% | +29.5% |
| 3Y | +65.8% | +230.5% | -164.7% | +16.4% |
| 5Y | +108.0% | +140.2% | -32.2% | +45.6% |
| 10Y | +209.9% | +1,168.8% | -958.9% | +19.2% |
| All | +891.4% | +7,605.2% | -6,713.8% | +112.0% |
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