+145.2%
SPXL vs AVTR
-64.6%
+209.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -2.5% | -1.1% | -1.5% | -2.0% |
| 30D | -4.2% | +6.3% | -10.5% | -7.3% |
| 3M | +8.1% | +53.3% | -45.2% | -15.8% |
| 6M | +35.6% | +78.6% | -43.0% | -3.7% |
| YTD | +28.8% | +29.2% | -0.4% | +8.2% |
| 1Y | +39.8% | +13.8% | +26.0% | +19.8% |
| 3Y | +221.4% | -27.4% | +248.8% | +239.8% |
| All | +145.2% | -64.6% | +209.8% | +375.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling