+383.5%
APH vs BTDR
+26.7%
+356.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -1.4% |
| 7D | +0.2% | +22.4% | -22.2% | -1.5% |
| 30D | -3.3% | +16.5% | -19.8% | -5.0% |
| 3M | +14.0% | -31.5% | +45.5% | +16.2% |
| 6M | +24.4% | +74.0% | -49.6% | +17.5% |
| YTD | +21.4% | +13.0% | +8.4% | +17.7% |
| 1Y | +48.9% | -0.2% | +49.2% | +43.7% |
| 3Y | +290.1% | +9.9% | +280.2% | +256.4% |
| 5Y | +352.8% | +28.1% | +324.7% | +309.3% |
| All | +383.5% | +26.7% | +356.8% | +334.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling