+235.3%
APH vs BTSG
+406.1%
-170.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.3% |
| 30D | -3.9% | -3.6% | -0.2% | -3.2% |
| 3M | +13.0% | +5.8% | +7.2% | +10.3% |
| 6M | +25.2% | +44.7% | -19.6% | +13.1% |
| YTD | +22.9% | +62.2% | -39.2% | +8.0% |
| 1Y | +47.8% | +152.1% | -104.3% | +17.5% |
| All | +235.3% | +406.1% | -170.8% | +127.3% |
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