+506.5%
APP vs BTDR
-35.9%
+542.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.2% |
| 7D | +61.1% | -7.4% | +68.5% | +61.3% |
| 30D | +42.8% | -33.4% | +76.2% | +48.9% |
| 3M | +16.7% | -26.3% | +42.9% | +18.9% |
| 6M | -15.6% | -52.4% | +36.8% | -10.2% |
| YTD | -41.3% | -42.8% | +1.5% | -39.8% |
| 1Y | -39.3% | -63.7% | +24.4% | -34.7% |
| 3Y | +803.2% | +61.5% | +741.7% | +748.1% |
| 5Y | +313.2% | -35.6% | +348.8% | +290.6% |
| All | +506.5% | -35.9% | +542.4% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling