-18.8%
AMT vs SPXL
+100.1%
-118.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +1.6% | -2.9% | +4.5% | +1.9% |
| 30D | +4.5% | -12.4% | +16.9% | +6.3% |
| 3M | +13.8% | -11.8% | +25.6% | +15.6% |
| 6M | +10.0% | -1.4% | +11.5% | +9.2% |
| YTD | +11.8% | +19.0% | -7.2% | +6.9% |
| 1Y | +10.2% | +18.0% | -7.7% | +5.5% |
| 3Y | +15.1% | +220.0% | -204.8% | -17.9% |
| 5Y | -18.8% | +102.6% | -121.4% | -40.1% |
| All | -18.8% | +100.1% | -118.9% | -40.1% |
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