+8,499.7%
SPXL vs AMP
+3,374.5%
+5,125.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -5.0% | -1.0% | -4.0% | -4.0% |
| 3M | +7.6% | +23.2% | -15.7% | -15.8% |
| 6M | +33.6% | +20.4% | +13.2% | +6.9% |
| YTD | +28.1% | +13.6% | +14.5% | +7.8% |
| 1Y | +43.6% | +13.4% | +30.3% | +20.9% |
| 3Y | +225.8% | +66.5% | +159.3% | +84.6% |
| 5Y | +140.1% | +120.2% | +19.8% | +9.1% |
| 10Y | +1,248.4% | +576.5% | +671.9% | +108.1% |
| All | +8,499.7% | +3,374.5% | +5,125.2% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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