+64.9%
APA vs BTSG
+495.4%
-430.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | +9.6% | +8.5% | +1.1% | +8.8% |
| 30D | -0.2% | +14.0% | -14.3% | -1.4% |
| 3M | +19.8% | +19.7% | +0.1% | +17.8% |
| 6M | +30.1% | +28.7% | +1.3% | +25.0% |
| YTD | +100.4% | +90.8% | +9.6% | +78.9% |
| 1Y | +105.2% | +112.4% | -7.2% | +79.0% |
| All | +64.9% | +495.4% | -430.5% | +16.1% |
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