+4.9%
APD vs BTG
+27.7%
-22.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.6% |
| 7D | -3.5% | -5.5% | +2.0% | -3.5% |
| 30D | -5.1% | +6.1% | -11.2% | -5.0% |
| 3M | +6.9% | +38.6% | -31.8% | +7.2% |
| 6M | +8.1% | +0.7% | +7.4% | +7.2% |
| YTD | +21.2% | +20.3% | +0.9% | +20.8% |
| 1Y | +4.9% | +25.0% | -20.2% | +5.3% |
| All | +4.9% | +27.7% | -22.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling