+1,199.1%
SPXL vs AMCR
+14.6%
+1,184.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +4.0% |
| 7D | -2.5% | -6.3% | +3.7% | +3.8% |
| 30D | -4.2% | -7.8% | +3.6% | +3.4% |
| 3M | +8.1% | +7.5% | +0.6% | -1.0% |
| 6M | +35.6% | +2.7% | +32.9% | +28.7% |
| YTD | +28.8% | +6.0% | +22.8% | +15.2% |
| 1Y | +39.8% | +7.8% | +32.0% | +21.7% |
| 3Y | +221.4% | +5.8% | +215.6% | +172.2% |
| 5Y | +146.9% | -11.6% | +158.5% | +176.6% |
| All | +1,199.1% | +14.6% | +1,184.4% | +950.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling