+187.8%
APD vs TXT
+115.3%
+72.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | -1.6% | -3.5% | +2.0% | -0.3% |
| 30D | +10.6% | +15.2% | -4.6% | +5.0% |
| 3M | +2.5% | -4.5% | +7.0% | +3.7% |
| 6M | +6.0% | -6.1% | +12.1% | +7.5% |
| YTD | +28.4% | -2.0% | +30.4% | +27.4% |
| 1Y | +22.2% | +4.2% | +17.9% | +18.5% |
| 3Y | +26.6% | +14.4% | +12.2% | +16.4% |
| 5Y | +11.8% | +12.3% | -0.6% | +1.6% |
| 10Y | +187.8% | +101.8% | +85.9% | +102.3% |
| All | +187.8% | +115.3% | +72.4% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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