+202.6%
APH vs BTSG
+459.6%
-257.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +3.7% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -14.8% | +5.3% | -20.1% | -15.8% |
| 3M | -12.4% | +10.8% | -23.2% | -14.7% |
| 6M | +8.1% | +27.3% | -19.3% | +1.0% |
| YTD | +10.9% | +79.3% | -68.4% | -4.8% |
| 1Y | +8.8% | +106.0% | -97.2% | -9.7% |
| All | +202.6% | +459.6% | -257.0% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling