+411.2%
APD vs BTG
+392.0%
+19.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | +2.1% | +36.8% | -34.7% | 0.0% |
| 3M | +7.2% | +23.1% | -15.9% | +5.5% |
| 6M | +11.2% | +3.5% | +7.8% | +10.4% |
| YTD | +24.4% | +25.5% | -1.1% | +21.5% |
| 1Y | +6.7% | +40.1% | -33.4% | +3.2% |
| 3Y | +9.2% | +101.1% | -91.9% | +2.2% |
| 5Y | +27.4% | +70.6% | -43.2% | +19.5% |
| 10Y | +164.8% | +152.1% | +12.7% | +137.7% |
| All | +411.2% | +392.0% | +19.1% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling