-5.4%
APO vs BTI
-0.7%
-4.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.6% |
| 7D | +5.8% | +1.6% | +4.1% | +5.6% |
| 30D | +8.9% | +9.2% | -0.3% | +9.4% |
| 3M | -13.6% | +9.6% | -23.3% | -13.2% |
| 6M | -5.4% | -2.4% | -2.9% | -4.3% |
| All | -5.4% | -0.7% | -4.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling