+269.3%
APLD vs TXT
+27.1%
+242.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.3% |
| 7D | +7.8% | -0.8% | +8.6% | +8.7% |
| 30D | -23.0% | +13.4% | -36.4% | -32.8% |
| 3M | -39.7% | -2.5% | -37.1% | -39.3% |
| 6M | -59.8% | -6.2% | -53.6% | -58.3% |
| YTD | -27.0% | -1.3% | -25.6% | -27.9% |
| 1Y | -37.3% | +4.3% | -41.6% | -41.6% |
| 3Y | +281.9% | +13.2% | +268.7% | +199.6% |
| All | +269.3% | +27.1% | +242.2% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling