+229.3%
APLD vs BTG
+21.3%
+208.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.2% |
| 7D | +2.7% | -9.1% | +11.8% | +8.3% |
| 30D | -21.4% | -1.6% | -19.8% | -21.7% |
| 3M | -47.8% | -2.8% | -45.0% | -47.5% |
| 6M | -64.9% | -7.6% | -57.3% | -64.2% |
| YTD | -34.9% | +10.2% | -45.1% | -42.0% |
| 1Y | -30.7% | +21.3% | -52.0% | -42.0% |
| 3Y | +305.3% | +82.7% | +222.6% | +157.2% |
| All | +229.3% | +21.3% | +208.0% | +284.0% |
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