+483.7%
APLD vs SPXL
+172.2%
+311.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.0% | +8.9% |
| 7D | +16.6% | +1.5% | +15.1% | +14.9% |
| 30D | -3.1% | -3.7% | +0.6% | +0.1% |
| 3M | -30.9% | +8.1% | -39.0% | -34.9% |
| 6M | +12.6% | +39.0% | -26.4% | -13.1% |
| YTD | +15.5% | +29.9% | -14.5% | -4.4% |
| 1Y | +103.5% | +46.6% | +56.9% | +52.5% |
| 3Y | +446.5% | +230.5% | +216.0% | +114.7% |
| All | +483.7% | +172.2% | +311.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling