-61.4%
APLD vs TXT
-8.0%
-53.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.8% |
| 7D | +19.6% | -1.1% | +20.7% | +19.9% |
| 30D | -24.5% | +13.3% | -37.7% | -29.0% |
| 3M | -45.6% | -5.1% | -40.5% | -42.1% |
| 6M | -61.4% | -7.1% | -54.3% | -59.0% |
| All | -61.4% | -8.0% | -53.4% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling