+933.3%
APP vs BTDR
+65.3%
+868.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.9% | -5.1% | +3.2% |
| 7D | +79.2% | +7.1% | +72.0% | +74.9% |
| 30D | +48.0% | -31.4% | +79.4% | +55.7% |
| 3M | +18.2% | -39.2% | +57.5% | +24.9% |
| 6M | -12.5% | -50.9% | +38.4% | -5.6% |
| YTD | -39.2% | -41.0% | +1.9% | -37.7% |
| 1Y | -33.9% | -69.9% | +36.1% | -25.4% |
| 3Y | +933.3% | +87.3% | +846.0% | +644.6% |
| All | +933.3% | +65.3% | +868.0% | +644.6% |
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