-3.5%
APA vs BTI
+70.9%
-74.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.7% |
| 7D | +0.3% | -2.4% | +2.7% | +1.5% |
| 30D | +9.3% | -4.8% | +14.1% | +11.8% |
| 3M | +23.3% | -8.1% | +31.5% | +27.7% |
| 6M | +39.5% | -4.2% | +43.7% | +39.7% |
| YTD | +87.6% | -1.3% | +88.9% | +83.9% |
| 1Y | +114.2% | +2.1% | +112.1% | +104.9% |
| 3Y | +13.6% | +108.9% | -95.3% | -33.1% |
| 5Y | +175.6% | +114.5% | +61.1% | +59.3% |
| All | -3.5% | +70.9% | -74.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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