+211.0%
SOXL vs APLD
+238.5%
-27.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +7.5% | +14.7% | +19.3% |
| 7D | -17.6% | +3.1% | -20.6% | -15.7% |
| 30D | -59.8% | -29.4% | -30.4% | -51.6% |
| 3M | -59.9% | -42.8% | -17.1% | -47.6% |
| 6M | -68.2% | -59.5% | -8.8% | -51.8% |
| YTD | +33.8% | -31.8% | +65.6% | +76.1% |
| 1Y | +34.7% | -46.0% | +80.8% | +86.9% |
| 3Y | +211.0% | +252.0% | -41.0% | +140.5% |
| All | +211.0% | +238.5% | -27.4% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling