-35.8%
APLD vs SPXL
+19.5%
-55.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -3.9% |
| 7D | +19.6% | +9.6% | +10.1% | +4.9% |
| 30D | -24.5% | -9.8% | -14.7% | -11.2% |
| 3M | -45.6% | -9.1% | -36.5% | -37.0% |
| 6M | -61.4% | +1.1% | -62.5% | -61.8% |
| YTD | -30.9% | +22.3% | -53.2% | -48.7% |
| 1Y | -35.8% | +20.3% | -56.1% | -51.1% |
| All | -35.8% | +19.5% | -55.3% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling