+331.1%
SOXL vs APLD
+461.1%
-130.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +9.4% |
| 7D | +5.3% | +4.1% | +1.3% | +4.2% |
| 30D | -11.2% | -11.7% | +0.5% | -7.8% |
| 3M | -55.4% | -40.3% | -15.1% | -46.7% |
| 6M | +107.1% | -8.0% | +115.1% | +124.0% |
| YTD | +179.0% | +7.5% | +171.5% | +189.8% |
| 1Y | +357.4% | +84.0% | +273.3% | +318.1% |
| 3Y | +397.5% | +356.2% | +41.2% | +211.0% |
| All | +331.1% | +461.1% | -130.0% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling