+440.6%
APD vs BTG
+332.2%
+108.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +3.8% | -9.1% | +12.9% | +4.4% |
| 30D | +8.2% | -1.6% | +9.8% | +8.2% |
| 3M | +4.3% | -2.8% | +7.1% | +4.2% |
| 6M | +4.7% | -7.6% | +12.3% | +4.7% |
| YTD | +31.5% | +10.2% | +21.3% | +29.3% |
| 1Y | +23.5% | +21.3% | +2.3% | +20.6% |
| 3Y | +29.1% | +82.7% | -53.6% | +21.4% |
| 5Y | +15.9% | +30.8% | -14.9% | +10.3% |
| 10Y | +191.9% | +163.7% | +28.2% | +161.8% |
| All | +440.6% | +332.2% | +108.4% | +351.8% |
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