+443.7%
APLD vs TXT
+16.9%
+426.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +4.1% | -4.8% | +8.8% | +9.0% |
| 30D | -11.7% | -10.6% | -1.1% | -1.9% |
| 3M | -40.3% | -13.2% | -27.1% | -32.2% |
| 6M | -8.0% | -20.3% | +12.4% | +14.4% |
| YTD | +7.5% | -9.3% | +16.8% | +17.0% |
| 1Y | +84.0% | -2.7% | +86.7% | +82.8% |
| 3Y | +356.2% | +1.4% | +354.8% | +308.8% |
| All | +443.7% | +16.9% | +426.8% | +270.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling