+158.3%
APA vs BTG
+78.0%
+80.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +4.6% | -3.8% | +8.3% | +5.2% |
| 30D | +11.9% | +3.6% | +8.3% | +11.0% |
| 3M | +22.5% | +32.0% | -9.5% | +15.7% |
| 6M | +37.5% | +3.4% | +34.2% | +34.3% |
| YTD | +87.2% | +20.8% | +66.4% | +72.9% |
| 1Y | +101.4% | +22.4% | +79.0% | +83.1% |
| 3Y | +16.9% | +91.7% | -74.8% | -11.8% |
| All | +158.3% | +78.0% | +80.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling