+85.0%
SPXL vs AMBA
-70.4%
+155.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -2.1% |
| 7D | -8.7% | -7.2% | -1.5% | -5.3% |
| 30D | -16.9% | -10.4% | -6.5% | -12.7% |
| 3M | -15.2% | -30.1% | +14.9% | -1.0% |
| 6M | -5.5% | -22.4% | +16.9% | -3.2% |
| YTD | +12.4% | -17.3% | +29.8% | +8.8% |
| 1Y | +16.9% | -35.4% | +52.3% | +26.3% |
| 3Y | +211.8% | +18.6% | +193.2% | +116.7% |
| All | +85.0% | -70.4% | +155.4% | +106.3% |
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