+443.7%
APLD vs BTG
+38.1%
+405.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.6% |
| 7D | +4.1% | -0.9% | +4.9% | +4.5% |
| 30D | -11.7% | +36.8% | -48.5% | -27.8% |
| 3M | -40.3% | +23.1% | -63.4% | -47.9% |
| 6M | -8.0% | +3.5% | -11.4% | -12.6% |
| YTD | +7.5% | +25.5% | -17.9% | -10.2% |
| 1Y | +84.0% | +40.1% | +43.9% | +42.1% |
| 3Y | +356.2% | +101.1% | +255.1% | +175.0% |
| All | +443.7% | +38.1% | +405.6% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling