+8,623.5%
SPXL vs AWK
+988.7%
+7,634.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.4% |
| 7D | +1.5% | +2.2% | -0.7% | -0.7% |
| 30D | -3.7% | +4.4% | -8.1% | -8.1% |
| 3M | +8.1% | +15.4% | -7.3% | -8.5% |
| 6M | +39.0% | +3.5% | +35.5% | +29.1% |
| YTD | +29.9% | +9.8% | +20.1% | +11.6% |
| 1Y | +46.6% | +3.0% | +43.6% | +32.1% |
| 3Y | +230.5% | +9.7% | +220.9% | +145.1% |
| 5Y | +140.2% | -17.2% | +157.3% | +159.6% |
| 10Y | +1,168.8% | +126.1% | +1,042.7% | +341.7% |
| All | +8,623.5% | +988.7% | +7,634.7% | +303.0% |
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