+84.0%
APLD vs TXT
-1.0%
+85.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +4.1% | -4.8% | +8.8% | +7.3% |
| 30D | -11.7% | -10.6% | -1.1% | -5.0% |
| 3M | -40.3% | -13.2% | -27.1% | -34.9% |
| 6M | -8.0% | -20.3% | +12.4% | +0.5% |
| YTD | +7.5% | -9.3% | +16.8% | +21.1% |
| 1Y | +84.0% | -2.7% | +86.7% | +123.7% |
| All | +84.0% | -1.0% | +85.0% | +123.7% |
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