+529.2%
SPXL vs AVTR
+3.6%
+525.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.8% |
| 7D | +1.5% | +7.4% | -5.9% | -3.1% |
| 30D | -3.7% | +12.2% | -15.9% | -10.6% |
| 3M | +8.1% | +57.4% | -49.3% | -22.1% |
| 6M | +39.0% | +86.7% | -47.6% | -11.7% |
| YTD | +29.9% | +33.1% | -3.1% | +2.1% |
| 1Y | +46.6% | +16.1% | +30.5% | +18.8% |
| 3Y | +230.5% | -24.6% | +255.1% | +235.2% |
| 5Y | +140.2% | -63.5% | +203.7% | +340.1% |
| All | +529.2% | +3.6% | +525.6% | +429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling