+8,010.4%
SPXL vs AWK
+1,067.2%
+6,943.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.6% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | -7.8% | +14.3% | -22.1% | -20.6% |
| 3M | -11.9% | +10.3% | -22.2% | -21.8% |
| 6M | -1.7% | +18.9% | -20.7% | -21.0% |
| YTD | +20.8% | +17.7% | +3.1% | -5.0% |
| 1Y | +25.0% | +16.9% | +8.1% | -1.5% |
| 3Y | +226.1% | +32.2% | +194.0% | +91.9% |
| 5Y | +101.1% | -2.2% | +103.3% | +78.4% |
| 10Y | +1,112.6% | +156.1% | +956.4% | +261.3% |
| All | +8,010.4% | +1,067.2% | +6,943.2% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling