+5,998.7%
APD vs TXT
+2,193.3%
+3,805.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -3.7% | -2.5% | -1.1% | -2.9% |
| 30D | +9.6% | +14.4% | -4.8% | +4.6% |
| 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% | +25.9% |
| 1Y | +20.1% | +4.0% | +16.2% | +17.0% |
| 3Y | +12.4% | +8.0% | +4.4% | +6.6% |
| 5Y | +11.1% | +8.4% | +2.7% | +3.7% |
| 10Y | +190.1% | +116.6% | +73.5% | +100.7% |
| All | +5,998.7% | +2,193.3% | +3,805.4% | +1,524.5% |
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 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