+389.5%
APH vs BTDR
+23.8%
+365.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +0.5% |
| 7D | +5.0% | +20.0% | -15.0% | +3.3% |
| 30D | -3.9% | +11.9% | -15.8% | -5.2% |
| 3M | +13.0% | -36.9% | +49.9% | +15.9% |
| 6M | +25.2% | +56.5% | -31.4% | +19.1% |
| YTD | +22.9% | +10.4% | +12.5% | +19.4% |
| 1Y | +47.8% | +3.1% | +44.8% | +42.4% |
| 3Y | +283.0% | -2.6% | +285.6% | +251.1% |
| 5Y | +349.7% | +25.2% | +324.5% | +307.2% |
| All | +389.5% | +23.8% | +365.7% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BTDR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling