+462.8%
APLD vs BTSG
+421.3%
+41.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.3% | +6.1% |
| 7D | +16.6% | +5.7% | +10.8% | +14.0% |
| 30D | -3.1% | +0.2% | -3.3% | -3.5% |
| 3M | -30.9% | +5.6% | -36.5% | -32.9% |
| 6M | +12.6% | +50.8% | -38.2% | -5.9% |
| YTD | +15.5% | +67.0% | -51.6% | -7.8% |
| 1Y | +103.5% | +145.5% | -42.0% | +40.4% |
| All | +462.8% | +421.3% | +41.5% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling