+129.2%
SPXL vs AMDL
+117.8%
+11.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.3% | -4.4% |
| 7D | +1.5% | +19.9% | -18.5% | -3.1% |
| 30D | -3.7% | +6.3% | -9.9% | -6.0% |
| 3M | +8.1% | -9.9% | +18.0% | +4.5% |
| 6M | +39.0% | +394.3% | -355.3% | -18.8% |
| YTD | +29.9% | +257.3% | -227.4% | -21.5% |
| 1Y | +46.6% | +508.5% | -461.9% | -31.0% |
| All | +129.2% | +117.8% | +11.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling