+166.1%
APA vs BTI
+115.0%
+51.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | +15.7% | -7.0% | +22.8% | +17.9% |
| 3M | +16.5% | -6.3% | +22.8% | +18.1% |
| 6M | +35.1% | -2.0% | +37.1% | +34.1% |
| YTD | +82.2% | +0.2% | +82.0% | +78.6% |
| 1Y | +102.5% | +3.8% | +98.7% | +95.2% |
| 3Y | +10.3% | +112.1% | -101.8% | -30.2% |
| 5Y | +166.1% | +113.6% | +52.5% | +61.9% |
| All | +166.1% | +115.0% | +51.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling