-46.5%
APLD vs TXT
+9.2%
-55.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.0% |
| 7D | -18.5% | +10.6% | -29.2% | -24.6% |
| 30D | -32.8% | +14.4% | -47.1% | -39.6% |
| 3M | -46.9% | -2.7% | -44.1% | -44.9% |
| 6M | -53.4% | -4.7% | -48.7% | -51.0% |
| YTD | -32.3% | -0.5% | -31.7% | -32.4% |
| 1Y | -46.5% | +8.7% | -55.3% | -52.6% |
| All | -46.5% | +9.2% | -55.7% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling