+220.6%
APLD vs TXT
+23.6%
+197.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +11.5% |
| 7D | -12.7% | -2.5% | -10.2% | -11.0% |
| 30D | -34.7% | +14.4% | -49.1% | -43.7% |
| 3M | -46.1% | -4.9% | -41.2% | -44.6% |
| 6M | -64.9% | -10.2% | -54.6% | -62.0% |
| YTD | -36.6% | -4.1% | -32.5% | -35.8% |
| 1Y | -50.0% | +4.0% | -53.9% | -53.4% |
| 3Y | +190.1% | +8.0% | +182.2% | +139.7% |
| All | +220.6% | +23.6% | +197.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling