+161.4%
APA vs BTDR
+23.8%
+137.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.3% |
| 7D | +0.5% | +20.0% | -19.4% | +0.2% |
| 30D | +23.4% | +11.9% | +11.5% | +23.0% |
| 3M | +12.7% | -36.9% | +49.6% | +13.8% |
| 6M | +39.4% | +56.5% | -17.1% | +35.6% |
| YTD | +79.0% | +10.4% | +68.5% | +76.1% |
| 1Y | +88.8% | +3.1% | +85.7% | +84.6% |
| 3Y | +6.4% | -2.6% | +9.0% | +1.6% |
| 5Y | +153.0% | +25.2% | +127.8% | +138.6% |
| All | +161.4% | +23.8% | +137.6% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling