+72.2%
BTI vs APD
+162.9%
-90.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.4% | -4.6% | +2.2% | -1.2% |
| 30D | -4.8% | -4.2% | -0.6% | -3.7% |
| 3M | -8.1% | +5.0% | -13.1% | -9.6% |
| 6M | -4.2% | +8.9% | -13.1% | -6.7% |
| YTD | -1.3% | +21.9% | -23.2% | -7.0% |
| 1Y | +2.1% | +5.6% | -3.4% | -0.2% |
| 3Y | +108.9% | +6.9% | +102.0% | +98.3% |
| 5Y | +114.5% | +25.3% | +89.1% | +87.7% |
| 10Y | +72.2% | +169.1% | -96.8% | +12.7% |
| All | +72.2% | +162.9% | -90.7% | +12.7% |
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