+169.3%
APD vs BTG
+158.3%
+11.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -3.5% | -5.5% | +2.0% | -3.1% |
| 30D | -5.1% | +6.1% | -11.2% | -5.5% |
| 3M | +6.9% | +38.6% | -31.8% | +4.1% |
| 6M | +8.1% | +0.7% | +7.4% | +7.3% |
| YTD | +21.2% | +20.3% | +0.9% | +18.2% |
| 1Y | +4.9% | +25.0% | -20.2% | +1.5% |
| 3Y | +6.3% | +97.3% | -91.0% | -2.3% |
| 5Y | +24.3% | +78.3% | -54.1% | +14.3% |
| All | +169.3% | +158.3% | +11.0% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling