+103.5%
APLD vs TXT
-2.3%
+105.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.0% |
| 7D | +16.6% | -0.2% | +16.8% | +16.7% |
| 30D | -3.1% | -11.1% | +7.9% | +4.6% |
| 3M | -30.9% | -13.0% | -17.9% | -24.7% |
| 6M | +12.6% | -16.2% | +28.8% | +22.0% |
| YTD | +15.5% | -8.7% | +24.2% | +29.6% |
| 1Y | +103.5% | -3.8% | +107.3% | +142.3% |
| All | +103.5% | -2.3% | +105.8% | +142.3% |
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 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