+12.4%
APD vs TXT
+7.8%
+4.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -3.7% | -2.5% | -1.1% | -3.0% |
| 30D | +9.6% | +14.4% | -4.8% | +5.2% |
| 3M | +1.6% | -4.9% | +6.6% | +2.9% |
| 6M | +2.2% | -10.2% | +12.4% | +5.0% |
| YTD | +25.9% | -4.1% | +30.0% | +25.6% |
| 1Y | +20.1% | +4.0% | +16.2% | +16.4% |
| 3Y | +12.4% | +8.0% | +4.4% | +0.5% |
| All | +12.4% | +7.8% | +4.6% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling