+112.2%
SPXL vs AMDL
+87.1%
+25.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +26.8% | -19.8% | +0.8% |
| 7D | -0.9% | +10.3% | -11.1% | -5.1% |
| 30D | -11.4% | -38.3% | +26.9% | -4.6% |
| 3M | -10.8% | -8.7% | -2.1% | -14.0% |
| 6M | -0.3% | -14.4% | +14.1% | -8.6% |
| YTD | +20.3% | +206.9% | -186.6% | -28.1% |
| 1Y | +24.7% | +144.4% | -119.7% | -22.0% |
| All | +112.2% | +87.1% | +25.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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