+1,108.4%
SPXL vs AMBA
+12.8%
+1,095.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.3% | +1.7% | +4.4% |
| 7D | -0.9% | 0.0% | -0.8% | -0.6% |
| 30D | -11.4% | -8.6% | -2.8% | -7.4% |
| 3M | -10.8% | -29.0% | +18.2% | +4.1% |
| 6M | -0.3% | -19.2% | +18.9% | +0.4% |
| YTD | +20.3% | -13.0% | +33.3% | +13.9% |
| 1Y | +24.7% | -31.3% | +56.0% | +31.1% |
| 3Y | +238.6% | +28.1% | +210.4% | +131.0% |
| 5Y | +100.0% | -69.4% | +169.4% | +155.0% |
| 10Y | +1,108.4% | +7.6% | +1,100.8% | +518.0% |
| All | +1,108.4% | +12.8% | +1,095.6% | +518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling