+5,019.7%
SPXL vs AMCR
+97.2%
+4,922.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | +0.6% |
| 7D | -1.3% | -6.3% | +5.0% | +3.6% |
| 30D | -5.0% | -7.1% | +2.1% | +0.2% |
| 3M | +7.6% | +12.7% | -5.1% | -2.6% |
| 6M | +33.6% | +5.2% | +28.4% | +26.8% |
| YTD | +28.1% | +8.1% | +20.0% | +17.1% |
| 1Y | +43.6% | +11.7% | +31.9% | +27.1% |
| 3Y | +225.8% | +9.9% | +215.9% | +187.2% |
| 5Y | +140.1% | -8.7% | +148.7% | +161.6% |
| 10Y | +1,248.4% | +16.8% | +1,231.6% | +1,103.7% |
| All | +5,019.7% | +97.2% | +4,922.5% | +4,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling