+244.7%
APLD vs TXG
-6.4%
+251.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.7% | -2.2% | +3.6% |
| 7D | +3.1% | +5.5% | -2.5% | +1.3% |
| 30D | -29.4% | -19.3% | -10.0% | -22.9% |
| 3M | -42.8% | +25.0% | -67.8% | -48.7% |
| 6M | -59.5% | +201.2% | -260.6% | -74.7% |
| YTD | -31.8% | +298.8% | -330.6% | -62.9% |
| 1Y | -46.0% | +326.6% | -372.6% | -71.7% |
| 3Y | +252.0% | +78.3% | +173.7% | +144.0% |
| All | +244.7% | -6.4% | +251.1% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling