+443.7%
APLD vs TXG
-9.8%
+453.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.1% | +1.8% | +2.3% | +3.4% |
| 30D | -11.7% | +32.0% | -43.7% | -21.7% |
| 3M | -40.3% | +87.0% | -127.3% | -54.1% |
| 6M | -8.0% | +180.1% | -188.0% | -40.5% |
| YTD | +7.5% | +284.1% | -276.6% | -39.7% |
| 1Y | +84.0% | +361.7% | -277.7% | -7.1% |
| 3Y | +356.2% | +15.9% | +340.3% | +289.7% |
| All | +443.7% | -9.8% | +453.5% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling