+403.2%
APLD vs SPXL
+241.4%
+161.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +3.0% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -11.7% | -0.9% | -10.8% | -10.9% |
| 3M | -40.3% | +2.0% | -42.3% | -40.8% |
| 6M | -8.0% | +33.5% | -41.5% | -27.8% |
| YTD | +7.5% | +32.2% | -24.6% | -14.0% |
| 1Y | +84.0% | +48.9% | +35.1% | +32.9% |
| All | +403.2% | +241.4% | +161.8% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling