+690.5%
AMT vs SPXL
+7,736.1%
-7,045.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +4.6% | -0.9% | +5.5% | +4.8% |
| 3M | -8.4% | +2.0% | -10.5% | -9.8% |
| 6M | -6.0% | +33.5% | -39.5% | -14.2% |
| YTD | +2.1% | +32.2% | -30.0% | -6.9% |
| 1Y | -6.4% | +48.9% | -55.3% | -17.8% |
| 3Y | +8.1% | +222.9% | -214.8% | -29.1% |
| 5Y | -31.9% | +140.7% | -172.6% | -54.9% |
| 10Y | +97.1% | +1,192.7% | -1,095.5% | -34.2% |
| All | +690.5% | +7,736.1% | -7,045.5% | +9.8% |
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