+233.6%
SPXL vs AMBA
+26.5%
+207.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +2.5% |
| 7D | -3.8% | +2.6% | -6.3% | -4.5% |
| 30D | -8.8% | -3.6% | -5.2% | -7.4% |
| 3M | -7.4% | -24.6% | +17.2% | +2.7% |
| 6M | +1.8% | -21.6% | +23.4% | +4.1% |
| YTD | +23.6% | -11.8% | +35.4% | +16.7% |
| 1Y | +21.7% | -33.2% | +54.9% | +29.4% |
| All | +233.6% | +26.5% | +207.1% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling