-5.5%
SPXL vs AMBA
-23.1%
+17.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.6% |
| 7D | -8.7% | -7.2% | -1.5% | -7.2% |
| 30D | -16.9% | -10.4% | -6.5% | -15.0% |
| 3M | -15.2% | -30.1% | +14.9% | -9.5% |
| 6M | -5.5% | -22.4% | +16.9% | -4.0% |
| All | -5.5% | -23.1% | +17.5% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling