+243.9%
APLD vs BTG
+31.2%
+212.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +3.5% |
| 7D | -6.3% | +13.0% | -19.3% | -13.6% |
| 30D | -29.6% | +1.1% | -30.7% | -30.7% |
| 3M | -42.6% | +5.3% | -47.9% | -44.8% |
| 6M | -59.6% | +1.1% | -60.6% | -60.8% |
| YTD | -32.0% | +19.2% | -51.2% | -42.0% |
| 1Y | -46.9% | +31.5% | -78.4% | -57.5% |
| 3Y | +255.7% | +94.3% | +161.4% | +118.3% |
| All | +243.9% | +31.2% | +212.8% | +283.7% |
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