+128.7%
BTI vs APD
+191.6%
-62.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | +9.7% | +9.4% | +0.3% | +7.0% |
| 3M | +11.1% | +4.7% | +6.4% | +9.6% |
| 6M | -1.2% | +5.5% | -6.7% | -2.9% |
| YTD | +12.7% | +31.4% | -18.7% | +3.9% |
| 1Y | +15.8% | +24.1% | -8.3% | +8.2% |
| 3Y | +148.9% | +28.8% | +120.1% | +123.5% |
| 5Y | +151.9% | +15.8% | +136.2% | +129.1% |
| All | +128.7% | +191.6% | -62.9% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling