+382.3%
APP vs BTG
+37.8%
+344.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.7% |
| 7D | +0.3% | -5.5% | +5.7% | +1.4% |
| 30D | -1.3% | +6.1% | -7.4% | -2.9% |
| 3M | -36.2% | +38.6% | -74.9% | -41.2% |
| 6M | -34.1% | +0.7% | -34.8% | -35.5% |
| YTD | -53.3% | +20.3% | -73.7% | -55.8% |
| 1Y | -44.5% | +25.0% | -69.6% | -48.4% |
| 3Y | +646.7% | +97.3% | +549.3% | +502.7% |
| 5Y | +306.4% | +78.3% | +228.1% | +229.5% |
| All | +382.3% | +37.8% | +344.5% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling