+1,110.7%
SPXL vs AWK
+157.1%
+953.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.4% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | -7.8% | +14.3% | -22.1% | -19.0% |
| 3M | -11.9% | +10.3% | -22.2% | -20.6% |
| 6M | -1.7% | +18.9% | -20.7% | -18.8% |
| YTD | +20.8% | +17.7% | +3.1% | -2.0% |
| 1Y | +25.0% | +16.9% | +8.1% | +1.6% |
| 3Y | +226.1% | +32.2% | +194.0% | +98.8% |
| 5Y | +101.1% | -2.2% | +103.3% | +85.0% |
| All | +1,110.7% | +157.1% | +953.6% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling