+103.6%
SPXL vs AMBA
-68.7%
+172.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | 0.0% |
| 7D | +9.6% | +10.7% | -1.1% | +4.4% |
| 30D | -9.8% | -5.0% | -4.7% | -7.5% |
| 3M | -9.1% | -26.9% | +17.8% | +4.2% |
| 6M | +1.1% | -21.9% | +23.0% | +3.6% |
| YTD | +22.3% | -13.8% | +36.1% | +16.1% |
| 1Y | +20.3% | -36.1% | +56.3% | +31.3% |
| 3Y | +229.0% | +21.6% | +207.4% | +125.9% |
| 5Y | +103.6% | -68.8% | +172.3% | +120.8% |
| All | +103.6% | -68.7% | +172.3% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling