+1,964.8%
SPXL vs ARMK
+334.6%
+1,630.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +3.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | -11.4% | -0.4% | -11.0% | -11.2% |
| 3M | -10.8% | -2.0% | -8.8% | -10.2% |
| 6M | -0.3% | +22.0% | -22.2% | -16.1% |
| YTD | +20.3% | +49.6% | -29.3% | -13.9% |
| 1Y | +24.7% | +46.4% | -21.6% | -9.4% |
| 3Y | +238.6% | +103.2% | +135.3% | +90.2% |
| 5Y | +100.0% | +108.1% | -8.2% | +15.4% |
| 10Y | +1,108.4% | +129.4% | +979.0% | +641.0% |
| All | +1,964.8% | +334.6% | +1,630.1% | +850.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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