+53.3%
APA vs BTSG
+382.3%
-329.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.1% |
| 7D | +0.8% | -5.8% | +6.6% | +1.3% |
| 30D | +9.6% | 0.0% | +9.6% | +9.6% |
| 3M | +18.0% | -4.5% | +22.5% | +17.2% |
| 6M | +41.9% | +40.0% | +1.9% | +31.9% |
| YTD | +86.3% | +54.6% | +31.8% | +69.5% |
| 1Y | +97.9% | +106.1% | -8.3% | +69.4% |
| All | +53.3% | +382.3% | -329.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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