+5,927.3%
APD vs TXT
+2,070.1%
+3,857.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.2% | -4.8% | +2.6% | -0.7% |
| 30D | +2.1% | -10.6% | +12.7% | +5.8% |
| 3M | +7.2% | -13.2% | +20.4% | +11.9% |
| 6M | +11.2% | -20.3% | +31.6% | +19.0% |
| YTD | +24.4% | -9.3% | +33.6% | +27.2% |
| 1Y | +6.7% | -2.7% | +9.4% | +6.4% |
| 3Y | +9.2% | +1.4% | +7.9% | +6.1% |
| 5Y | +27.4% | +9.6% | +17.8% | +18.8% |
| 10Y | +164.8% | +94.9% | +69.9% | +90.1% |
| All | +5,927.3% | +2,070.1% | +3,857.2% | +1,541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling