-35.9%
APP vs BTDR
-4.8%
-31.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.6% |
| 7D | +0.9% | +20.0% | -19.1% | -2.4% |
| 30D | -23.3% | +11.9% | -35.2% | -25.3% |
| 3M | -42.6% | -36.9% | -5.7% | -39.2% |
| 6M | -33.6% | +56.5% | -90.1% | -40.2% |
| YTD | -52.4% | +10.4% | -62.9% | -54.8% |
| 1Y | -35.9% | +3.1% | -39.0% | -37.0% |
| All | -35.9% | -4.8% | -31.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling