+10.3%
APA vs BTDR
+8.5%
+1.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.8% |
| 7D | -1.7% | +22.4% | -24.1% | -2.2% |
| 30D | +15.7% | +16.5% | -0.7% | +15.1% |
| 3M | +16.5% | -31.5% | +47.9% | +17.5% |
| 6M | +35.1% | +74.0% | -38.9% | +29.6% |
| YTD | +82.2% | +13.0% | +69.2% | +78.3% |
| 1Y | +102.5% | -0.2% | +102.7% | +96.9% |
| 3Y | +10.3% | +9.9% | +0.4% | -3.0% |
| All | +10.3% | +8.5% | +1.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling