-30.7%
APLD vs TXT
+1.6%
-32.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -21.4% | +13.3% | -34.8% | -29.3% |
| 3M | -47.8% | -5.0% | -42.9% | -45.3% |
| 6M | -64.9% | -8.4% | -56.5% | -62.2% |
| YTD | -34.9% | -4.0% | -30.9% | -31.5% |
| 1Y | -30.7% | +2.8% | -33.5% | -24.6% |
| All | -30.7% | +1.6% | -32.3% | -24.6% |
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