+378.5%
APP vs BTDR
+26.7%
+351.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -3.0% |
| 7D | +0.1% | +22.4% | -22.3% | -2.6% |
| 30D | -10.0% | +16.5% | -26.5% | -12.4% |
| 3M | -44.6% | -31.5% | -13.2% | -42.8% |
| 6M | -37.9% | +74.0% | -111.9% | -43.5% |
| YTD | -53.7% | +13.0% | -66.7% | -55.9% |
| 1Y | -43.0% | -0.2% | -42.7% | -46.2% |
| 3Y | +640.8% | +9.9% | +630.9% | +541.6% |
| 5Y | +358.8% | +28.1% | +330.7% | +302.9% |
| All | +378.5% | +26.7% | +351.8% | +322.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling