+28.1%
BTDR vs APD
+26.3%
+1.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +22.4% | -2.5% | +24.9% | +23.1% |
| 30D | +16.5% | -1.9% | +18.3% | +16.7% |
| 3M | -31.5% | +8.2% | -39.7% | -33.5% |
| 6M | +74.0% | +10.7% | +63.3% | +66.9% |
| YTD | +13.0% | +22.9% | -9.9% | +4.9% |
| 1Y | -0.2% | +5.8% | -6.0% | -2.8% |
| 3Y | +9.9% | +7.8% | +2.1% | +6.3% |
| All | +28.1% | +26.3% | +1.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling