+190.1%
APLD vs SPXL
+212.3%
-22.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.0% | +9.0% |
| 7D | -12.7% | -8.7% | -4.0% | -4.4% |
| 30D | -34.7% | -16.9% | -17.8% | -20.5% |
| 3M | -46.1% | -15.2% | -30.9% | -35.7% |
| 6M | -64.9% | -5.5% | -59.3% | -61.6% |
| YTD | -36.6% | +12.4% | -49.0% | -39.8% |
| 1Y | -50.0% | +16.9% | -66.9% | -53.6% |
| 3Y | +190.1% | +211.8% | -21.7% | +13.4% |
| All | +190.1% | +212.3% | -22.2% | +13.4% |
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