+26.7%
BTDR vs APTV
-71.3%
+98.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +7.0% | +4.3% |
| 7D | +22.4% | +2.0% | +20.5% | +21.5% |
| 30D | +16.5% | -7.7% | +24.2% | +20.1% |
| 3M | -31.5% | -34.0% | +2.5% | -19.2% |
| 6M | +74.0% | -37.1% | +111.1% | +107.8% |
| YTD | +13.0% | -39.9% | +52.9% | +36.5% |
| 1Y | -0.2% | -44.4% | +44.2% | +25.0% |
| 3Y | +9.9% | -54.5% | +64.4% | +31.4% |
| 5Y | +28.1% | -69.1% | +97.2% | +53.1% |
| All | +26.7% | -71.3% | +98.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling