+219.6%
SPXL vs AWK
+9.9%
+209.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.3% | +0.6% | -1.9% | -1.2% |
| 30D | -5.0% | +4.3% | -9.3% | -4.6% |
| 3M | +7.6% | +12.5% | -4.9% | +8.7% |
| 6M | +33.6% | +3.3% | +30.3% | +34.7% |
| YTD | +28.1% | +9.8% | +18.3% | +29.4% |
| 1Y | +43.6% | +2.9% | +40.7% | +45.4% |
| All | +219.6% | +9.9% | +209.8% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling