+219.6%
SPXL vs AVTR
-26.6%
+246.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -1.8% |
| 30D | -5.0% | +8.4% | -13.4% | -7.6% |
| 3M | +7.6% | +50.2% | -42.6% | -8.8% |
| 6M | +33.6% | +82.6% | -49.0% | +4.4% |
| YTD | +28.1% | +29.8% | -1.7% | +13.4% |
| 1Y | +43.6% | +16.0% | +27.7% | +28.0% |
| All | +219.6% | -26.6% | +246.3% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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