+338.3%
APP vs BITO
-18.9%
+357.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.5% | +5.3% |
| 7D | +4.6% | -9.2% | +13.8% | +8.4% |
| 30D | +56.0% | -15.9% | +72.0% | +66.0% |
| 3M | +30.8% | +7.3% | +23.5% | +25.7% |
| 6M | -9.8% | -15.2% | +5.4% | -5.2% |
| YTD | -39.3% | -23.8% | -15.5% | -34.1% |
| 1Y | -26.4% | -32.2% | +5.7% | -16.9% |
| 3Y | +887.9% | +55.1% | +832.8% | +679.9% |
| 5Y | +264.1% | -16.7% | +280.8% | +200.3% |
| All | +338.3% | -18.9% | +357.2% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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