+143.6%
APO vs BTDR
+19.6%
+124.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -3.5% | -3.4% | -0.1% | -3.3% |
| 30D | -6.6% | +32.6% | -39.1% | -8.7% |
| 3M | -3.3% | -32.2% | +29.0% | -1.5% |
| 6M | +22.6% | +52.4% | -29.8% | +16.0% |
| YTD | -9.8% | +6.7% | -16.5% | -12.7% |
| 1Y | -3.9% | -15.2% | +11.4% | -6.9% |
| 3Y | +52.5% | +14.9% | +37.6% | +38.0% |
| 5Y | +134.0% | +20.8% | +113.2% | +101.9% |
| All | +143.6% | +19.6% | +124.0% | +109.1% |
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