+325.5%
SOXL vs APLD
+448.5%
-123.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.0% | -3.0% | -6.6% |
| 7D | +8.5% | -0.5% | +9.0% | +8.7% |
| 30D | -13.0% | -13.2% | +0.2% | -9.2% |
| 3M | -35.9% | -33.8% | -2.2% | -26.2% |
| 6M | +112.1% | -5.9% | +118.0% | +127.9% |
| YTD | +175.4% | +5.1% | +170.3% | +187.9% |
| 1Y | +304.9% | +51.8% | +253.0% | +286.7% |
| 3Y | +448.6% | +397.7% | +50.9% | +238.3% |
| All | +325.5% | +448.5% | -123.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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