+25.3%
APD vs BTG
+75.0%
-49.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -4.6% | +2.4% | -7.0% | -4.8% |
| 30D | -4.2% | +9.5% | -13.7% | -5.1% |
| 3M | +5.0% | +38.5% | -33.5% | +1.4% |
| 6M | +8.9% | +5.6% | +3.3% | +7.5% |
| YTD | +21.9% | +23.9% | -2.0% | +17.1% |
| 1Y | +5.6% | +32.1% | -26.6% | -0.2% |
| 3Y | +6.9% | +103.2% | -96.3% | -8.0% |
| 5Y | +25.3% | +79.7% | -54.4% | +7.6% |
| All | +25.3% | +75.0% | -49.7% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling