+226.9%
APP vs BITO
-7.1%
+233.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | +1.1% | -5.4% | -4.9% |
| 30D | -10.0% | +21.8% | -31.8% | -17.1% |
| 3M | -41.4% | +25.0% | -66.4% | -46.5% |
| 6M | -41.0% | +11.3% | -52.4% | -43.8% |
| YTD | -54.7% | -12.7% | -42.0% | -53.1% |
| 1Y | -45.3% | -32.3% | -13.0% | -38.3% |
| 3Y | +624.3% | +150.3% | +473.9% | +374.0% |
| All | +226.9% | -7.1% | +233.9% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling