+131.9%
BTI vs APD
+191.9%
-60.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | +3.8% | -2.2% | +0.6% |
| 30D | +9.2% | +8.2% | +1.0% | +6.9% |
| 3M | +9.6% | +4.3% | +5.4% | +8.3% |
| 6M | -2.4% | +4.7% | -7.1% | -4.0% |
| YTD | +14.2% | +31.5% | -17.3% | +5.3% |
| 1Y | +20.3% | +23.5% | -3.2% | +12.6% |
| 3Y | +147.4% | +29.1% | +118.3% | +122.0% |
| 5Y | +155.4% | +15.9% | +139.6% | +132.3% |
| All | +131.9% | +191.9% | -60.0% | +45.7% |
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