-32.3%
AMT vs SPXL
+140.3%
-172.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -0.2% | +1.5% | -1.6% | -0.4% |
| 30D | +1.8% | -3.7% | +5.5% | +2.4% |
| 3M | -6.2% | +8.1% | -14.3% | -7.7% |
| 6M | -5.0% | +39.0% | -44.0% | -10.8% |
| YTD | +2.1% | +29.9% | -27.9% | -3.4% |
| 1Y | -5.7% | +46.6% | -52.3% | -13.0% |
| 3Y | +7.9% | +230.5% | -222.6% | -22.7% |
| 5Y | -32.3% | +140.2% | -172.5% | -51.9% |
| All | -32.3% | +140.3% | -172.7% | -51.9% |
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