-46.5%
APLD vs BTSG
+111.7%
-158.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.7% | -6.7% |
| 7D | -18.5% | +17.4% | -35.9% | -24.4% |
| 30D | -32.8% | +12.6% | -45.3% | -36.2% |
| 3M | -46.9% | +11.2% | -58.1% | -49.5% |
| 6M | -53.4% | +30.4% | -83.8% | -60.3% |
| YTD | -32.3% | +86.4% | -118.6% | -56.0% |
| 1Y | -46.5% | +117.9% | -164.4% | -70.0% |
| All | -46.5% | +111.7% | -158.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling