+640.8%
APP vs BTDR
+8.5%
+632.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -3.0% |
| 7D | +0.1% | +22.4% | -22.3% | -3.2% |
| 30D | -10.0% | +16.5% | -26.5% | -13.0% |
| 3M | -44.6% | -31.5% | -13.2% | -42.3% |
| 6M | -37.9% | +74.0% | -111.9% | -45.0% |
| YTD | -53.7% | +13.0% | -66.7% | -56.5% |
| 1Y | -43.0% | -0.2% | -42.7% | -47.2% |
| 3Y | +640.8% | +9.9% | +630.9% | +497.0% |
| All | +640.8% | +8.5% | +632.3% | +497.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling