+382.3%
APP vs BTG
+37.3%
+345.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.8% |
| 7D | +0.3% | -5.8% | +6.1% | +1.5% |
| 30D | -1.3% | +5.7% | -7.0% | -2.8% |
| 3M | -36.2% | +38.1% | -74.4% | -41.1% |
| 6M | -34.1% | +0.3% | -34.4% | -35.5% |
| YTD | -53.3% | +19.9% | -73.2% | -55.8% |
| 1Y | -44.5% | +24.6% | -69.1% | -48.4% |
| 3Y | +646.7% | +96.6% | +550.1% | +503.1% |
| 5Y | +306.4% | +77.7% | +228.7% | +229.7% |
| All | +382.3% | +37.3% | +345.0% | +334.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling