+21.3%
APD vs BTSG
+421.3%
-400.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -2.5% | +5.7% | -8.2% | -3.0% |
| 30D | -1.9% | +0.2% | -2.1% | -2.0% |
| 3M | +8.2% | +5.6% | +2.6% | +7.4% |
| 6M | +10.7% | +50.8% | -40.0% | +5.7% |
| YTD | +22.9% | +67.0% | -44.1% | +15.7% |
| 1Y | +5.8% | +145.5% | -139.7% | -5.3% |
| All | +21.3% | +421.3% | -400.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling