+77.7%
SPXL vs AMRZ
-19.2%
+96.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -1.3% | -4.7% | +3.4% | +0.7% |
| 30D | -5.0% | -11.3% | +6.3% | -0.1% |
| 3M | +7.6% | -22.1% | +29.6% | +18.7% |
| 6M | +33.6% | -29.6% | +63.2% | +53.1% |
| YTD | +28.1% | -23.3% | +51.4% | +41.5% |
| 1Y | +43.6% | -23.7% | +67.4% | +55.7% |
| All | +77.7% | -19.2% | +96.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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