+298.1%
APP vs BTDR
-44.0%
+342.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.6% | +12.6% | +5.0% |
| 7D | +4.6% | -6.9% | +11.5% | +5.3% |
| 30D | +56.0% | -31.5% | +87.6% | +61.8% |
| 3M | +30.8% | -36.1% | +66.9% | +35.5% |
| 6M | -9.8% | -57.6% | +47.8% | -2.8% |
| YTD | -39.3% | -50.0% | +10.8% | -36.9% |
| 1Y | -26.4% | -49.6% | +23.2% | -23.7% |
| 3Y | +887.9% | +48.5% | +839.4% | +841.3% |
| All | +298.1% | -44.0% | +342.1% | +285.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling