-30.7%
APLD vs TXG
+254.8%
-285.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -5.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.5% |
| 30D | -21.4% | -20.4% | -1.0% | -13.5% |
| 3M | -47.8% | +0.1% | -47.9% | -48.5% |
| 6M | -64.9% | +176.2% | -241.1% | -75.5% |
| YTD | -34.9% | +256.8% | -291.6% | -60.3% |
| 1Y | -30.7% | +255.9% | -286.6% | -57.7% |
| All | -30.7% | +254.8% | -285.6% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling