+16.5%
BTDR vs APTV
-69.7%
+86.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.7% | -9.1% | -7.6% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | +32.7% | -7.9% | +40.6% | +36.9% |
| 3M | -28.4% | -29.9% | +1.5% | -17.6% |
| 6M | +51.7% | -36.6% | +88.3% | +80.9% |
| YTD | +2.9% | -40.0% | +42.8% | +24.5% |
| 1Y | -15.5% | -44.0% | +28.5% | +5.9% |
| 3Y | 0.0% | -54.5% | +54.5% | +20.0% |
| 5Y | +16.5% | -68.8% | +85.3% | +40.1% |
| All | +16.5% | -69.7% | +86.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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