+4,224.3%
SPXL vs AMBA
+837.3%
+3,387.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.1% | -11.0% | +11.0% | +4.9% |
| 30D | -0.9% | -23.2% | +22.3% | +10.2% |
| 3M | +2.0% | -12.7% | +14.7% | +2.9% |
| 6M | +33.5% | +11.2% | +22.3% | +18.4% |
| YTD | +32.2% | -11.2% | +43.4% | +27.1% |
| 1Y | +48.9% | -22.5% | +71.4% | +48.4% |
| 3Y | +222.9% | -1.3% | +224.2% | +173.4% |
| 5Y | +140.7% | -54.2% | +194.9% | +156.9% |
| 10Y | +1,192.7% | -6.1% | +1,198.8% | +846.2% |
| All | +4,224.3% | +837.3% | +3,387.1% | +1,489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling