+506.6%
APP vs BTG
+36.5%
+470.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.0% |
| 7D | +61.1% | +13.0% | +48.1% | +57.3% |
| 30D | +42.8% | +1.1% | +41.6% | +42.7% |
| 3M | +16.7% | +5.3% | +11.3% | +15.0% |
| 6M | -15.6% | +1.1% | -16.6% | -16.8% |
| YTD | -41.3% | +19.2% | -60.5% | -44.3% |
| 1Y | -39.3% | +31.5% | -70.7% | -43.5% |
| 3Y | +803.2% | +94.3% | +708.9% | +632.4% |
| 5Y | +313.2% | +41.8% | +271.4% | +242.7% |
| All | +506.6% | +36.5% | +470.1% | +446.7% |
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