+243.9%
APLD vs TXT
+28.4%
+215.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.7% |
| 7D | -6.3% | -1.1% | -5.3% | -5.3% |
| 30D | -29.6% | +17.1% | -46.6% | -40.4% |
| 3M | -42.6% | -2.6% | -40.0% | -42.1% |
| 6M | -59.6% | -4.6% | -55.0% | -58.7% |
| YTD | -32.0% | -0.3% | -31.6% | -33.4% |
| 1Y | -46.9% | +5.9% | -52.8% | -51.2% |
| 3Y | +255.7% | +14.4% | +241.3% | +176.7% |
| All | +243.9% | +28.4% | +215.5% | +110.9% |
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