+527.5%
APP vs BTG
+26.2%
+501.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +4.6% | -9.1% | +13.6% | +6.9% |
| 30D | +56.0% | -1.6% | +57.6% | +57.0% |
| 3M | +30.8% | -2.8% | +33.6% | +31.4% |
| 6M | -9.8% | -7.6% | -2.2% | -9.3% |
| YTD | -39.3% | +10.2% | -49.5% | -41.4% |
| 1Y | -26.4% | +21.3% | -47.7% | -30.3% |
| 3Y | +887.9% | +82.7% | +805.2% | +712.5% |
| 5Y | +264.1% | +30.8% | +233.3% | +207.2% |
| All | +527.5% | +26.2% | +501.2% | +475.6% |
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