+244.7%
APLD vs TXT
+26.3%
+218.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +5.5% |
| 7D | +3.1% | -3.5% | +6.6% | +6.6% |
| 30D | -29.4% | +15.2% | -44.6% | -39.3% |
| 3M | -42.8% | -4.5% | -38.3% | -41.3% |
| 6M | -59.5% | -6.1% | -53.4% | -57.9% |
| YTD | -31.8% | -2.0% | -29.9% | -32.2% |
| 1Y | -46.0% | +4.2% | -50.2% | -49.7% |
| 3Y | +252.0% | +14.4% | +237.6% | +171.8% |
| All | +244.7% | +26.3% | +218.4% | +114.6% |
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 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