+113.6%
BTI vs APD
+26.2%
+87.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -7.0% | -1.9% | -5.2% | -6.8% |
| 3M | -6.3% | +8.2% | -14.6% | -7.7% |
| 6M | -2.0% | +10.7% | -12.7% | -3.8% |
| YTD | +0.2% | +22.9% | -22.7% | -3.4% |
| 1Y | +3.8% | +5.8% | -2.0% | +2.5% |
| 3Y | +112.1% | +7.8% | +104.3% | +105.3% |
| 5Y | +113.6% | +26.1% | +87.5% | +77.8% |
| All | +113.6% | +26.2% | +87.4% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling