+1,041.3%
APH vs SPXL
+1,166.6%
-125.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.6% |
| 7D | +0.2% | +1.5% | -1.2% | -0.4% |
| 30D | -3.3% | -3.7% | +0.3% | -2.0% |
| 3M | +14.0% | +8.1% | +5.9% | +10.3% |
| 6M | +24.4% | +39.0% | -14.6% | +9.0% |
| YTD | +21.4% | +29.9% | -8.5% | +9.2% |
| 1Y | +48.9% | +46.6% | +2.3% | +27.9% |
| 3Y | +290.1% | +230.5% | +59.6% | +140.4% |
| 5Y | +352.8% | +140.2% | +212.7% | +189.3% |
| 10Y | +1,041.3% | +1,168.8% | -127.5% | +251.0% |
| All | +1,041.3% | +1,166.6% | -125.3% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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