+6,024.9%
BTI vs APD
+6,115.6%
-90.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -6.6% | +2.1% | -8.7% | -7.1% |
| 3M | -3.0% | +7.2% | -10.2% | -4.9% |
| 6M | -6.7% | +11.2% | -17.9% | -9.4% |
| YTD | +0.6% | +24.4% | -23.8% | -5.1% |
| 1Y | +5.6% | +6.7% | -1.1% | +3.1% |
| 3Y | +110.3% | +9.2% | +101.1% | +100.1% |
| 5Y | +114.3% | +27.4% | +86.9% | +93.7% |
| 10Y | +67.7% | +164.8% | -97.2% | +24.4% |
| All | +6,024.9% | +6,115.6% | -90.8% | +1,973.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling