+483.7%
APLD vs BTG
+34.1%
+449.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.2% | +9.0% |
| 7D | +16.6% | +4.8% | +11.7% | +13.2% |
| 30D | -3.1% | +8.3% | -11.5% | -7.6% |
| 3M | -30.9% | +32.3% | -63.2% | -42.5% |
| 6M | +12.6% | +3.0% | +9.7% | +7.2% |
| YTD | +15.5% | +21.9% | -6.5% | -2.2% |
| 1Y | +103.5% | +28.2% | +75.4% | +65.5% |
| 3Y | +446.5% | +99.9% | +346.6% | +229.6% |
| All | +483.7% | +34.1% | +449.6% | +547.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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