+98.3%
SPXL vs AMDL
+47.6%
+50.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +22.3% | -21.6% | -4.4% |
| 7D | -8.7% | -26.2% | +17.5% | -3.9% |
| 30D | -16.9% | -57.1% | +40.2% | -2.3% |
| 3M | -15.2% | -29.8% | +14.7% | -12.6% |
| 6M | -5.5% | -22.2% | +16.7% | -11.7% |
| YTD | +12.4% | +142.1% | -129.7% | -28.7% |
| 1Y | +16.9% | +85.8% | -68.9% | -21.6% |
| All | +98.3% | +47.6% | +50.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling