+378.0%
APH vs BTDR
-33.9%
+411.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.9% | -1.7% | +7.3% |
| 7D | +1.1% | +7.1% | -6.0% | +0.4% |
| 30D | -7.5% | -31.4% | +23.9% | -4.6% |
| 3M | -4.4% | -39.2% | +34.8% | -1.1% |
| 6M | +26.5% | -50.9% | +77.4% | +32.2% |
| YTD | +20.0% | -41.0% | +61.1% | +22.6% |
| 1Y | +16.9% | -69.9% | +86.8% | +24.0% |
| 3Y | +288.5% | +87.3% | +201.2% | +268.0% |
| 5Y | +310.3% | -33.6% | +343.9% | +289.9% |
| All | +378.0% | -33.9% | +411.9% | +352.5% |
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