+66.0%
APH vs BTSG
+406.1%
-340.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.0% | -51.8% | -48.6% |
| 7D | -48.7% | -0.3% | -48.4% | -49.0% |
| 30D | -51.9% | -3.6% | -48.3% | -51.9% |
| 3M | -43.6% | +5.8% | -49.4% | -45.2% |
| 6M | -37.5% | +44.7% | -82.3% | -43.9% |
| YTD | -38.6% | +62.2% | -100.8% | -46.4% |
| 1Y | -26.3% | +152.1% | -178.4% | -41.8% |
| All | +66.0% | +406.1% | -340.1% | +12.0% |
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