+439.6%
APLD vs BTSG
+416.6%
+23.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | +9.0% | +2.9% | +6.1% | +7.8% |
| 30D | -6.6% | +0.9% | -7.5% | -7.3% |
| 3M | -35.2% | +1.6% | -36.9% | -36.2% |
| 6M | +0.4% | +46.8% | -46.4% | -15.2% |
| YTD | +10.7% | +65.5% | -54.8% | -11.3% |
| 1Y | +78.6% | +136.2% | -57.7% | +24.9% |
| All | +439.6% | +416.6% | +23.0% | +223.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling