+459.6%
APLD vs TXG
-3.1%
+462.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.1% |
| 7D | +9.0% | +9.1% | -0.2% | +5.3% |
| 30D | -6.6% | +14.9% | -21.5% | -11.8% |
| 3M | -35.2% | +120.0% | -155.2% | -53.3% |
| 6M | +0.4% | +221.8% | -221.4% | -38.6% |
| YTD | +10.7% | +312.6% | -301.9% | -39.6% |
| 1Y | +78.6% | +398.4% | -319.9% | -12.3% |
| 3Y | +423.9% | +42.1% | +381.9% | +310.2% |
| All | +459.6% | -3.1% | +462.7% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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