+114.5%
SOXL vs APLD
+239.8%
-125.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -5.8% | -5.2% | -9.3% |
| 7D | +26.9% | +2.7% | +24.2% | +26.7% |
| 30D | -47.2% | -21.4% | -25.8% | -40.7% |
| 3M | -59.9% | -47.8% | -12.0% | -48.9% |
| 6M | -68.3% | -64.9% | -3.4% | -54.0% |
| YTD | +38.8% | -34.9% | +73.7% | +75.4% |
| 1Y | +48.8% | -30.7% | +79.5% | +85.3% |
| 3Y | +196.5% | +305.3% | -108.8% | +111.1% |
| All | +114.5% | +239.8% | -125.3% | +26.0% |
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