+29.8%
APD vs BTSG
+493.4%
-463.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +3.8% | +6.0% | -2.2% | +3.3% |
| 30D | +8.2% | +12.4% | -4.2% | +7.0% |
| 3M | +4.3% | +18.2% | -13.9% | +2.5% |
| 6M | +4.7% | +26.0% | -21.3% | +2.0% |
| YTD | +31.5% | +90.1% | -58.6% | +22.2% |
| 1Y | +23.5% | +124.3% | -100.7% | +12.4% |
| All | +29.8% | +493.4% | -463.6% | +2.5% |
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