+659.5%
AZN vs SPXL
+7,356.5%
-6,697.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.1% |
| 7D | -3.1% | -6.0% | +2.9% | -1.9% |
| 30D | +0.6% | -5.8% | +6.3% | +1.8% |
| 3M | -10.8% | +10.9% | -21.6% | -13.2% |
| 6M | -18.1% | +31.9% | -50.0% | -23.6% |
| YTD | -12.3% | +25.8% | -38.0% | -17.4% |
| 1Y | -0.2% | +39.8% | -40.0% | -8.5% |
| 3Y | +23.4% | +219.9% | -196.5% | -9.6% |
| 5Y | +56.4% | +141.1% | -84.7% | +14.0% |
| 10Y | +225.7% | +1,223.7% | -998.0% | +34.4% |
| All | +659.5% | +7,356.5% | -6,697.0% | +71.1% |
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 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