+459.6%
APLD vs SPXL
+168.3%
+291.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -2.9% |
| 7D | +9.0% | -1.3% | +10.2% | +10.1% |
| 30D | -6.6% | -5.0% | -1.6% | -2.3% |
| 3M | -35.2% | +7.6% | -42.8% | -38.7% |
| 6M | +0.4% | +33.6% | -33.2% | -19.9% |
| YTD | +10.7% | +28.1% | -17.4% | -7.1% |
| 1Y | +78.6% | +43.6% | +34.9% | +36.2% |
| 3Y | +423.9% | +225.8% | +198.1% | +108.6% |
| All | +459.6% | +168.3% | +291.3% | +120.5% |
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